An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

Language: English

Published by Elsevier Inc, 2001

0122796705 / 9780122796708

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method.

Seller Inventory # 9780122796708

Title
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Author
Ramazan Gencay
Publisher
Elsevier Inc
Publication year
2001
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0122796705
ISBN 13
9780122796708
Item weight
637 grams
Dimensions
237x159x27 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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