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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada)
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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada)
Presents a unified view of filtering techniques with a focus on wavelet analysis in finance and economics. This title 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.
359 pages, Illustrations
| Medien | Bücher Gebundenes Buch (Buch mit hartem Rücken und steifem Einband) |
| Erscheinungsdatum | 12. September 2001 |
| ISBN13 | 9780122796708 |
| Verlag | Elsevier Science Publishing Co Inc |
| Seitenanzahl | 384 |
| Maße | 153 × 235 × 26 mm · 639 g |
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