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

Language: English

Published by Academic Press, 2001

0122796705 / 9780122796708

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. Englisch.

Seller Inventory # 9780122796708

Title
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Author
Ramazan Gençay
Publisher
Academic Press
Publication year
2001
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0122796705
ISBN 13
9780122796708
Item weight
717 grams
Dimensions
229x152x21 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany