Wavelet Applications in Economics and Finance
Gallegati, Marco.
Wavelet Applications in Economics and Finance [electronic resource] / edited by Marco Gallegati, Willi Semmler. - Cham : Springer International Publishing : Imprint: Springer, 2014. - XVI, 261 p. 61 illus., 31 illus. in color. online resource. - Dynamic Modeling and Econometrics in Economics and Finance, 20 1566-0419 ; . - Dynamic Modeling and Econometrics in Economics and Finance, 20 .
Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis.
This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.
9783319070612
10.1007/978-3-319-07061-2 doi
Economics.
Economics--Statistics.
Econometrics.
Economics/Management Science.
Economic Theory.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Socio- and Econophysics, Population and Evolutionary Models.
Finance/Investment/Banking.
Econometrics.
Nonlinear Dynamics.
HB1-846.8
330.1
Wavelet Applications in Economics and Finance [electronic resource] / edited by Marco Gallegati, Willi Semmler. - Cham : Springer International Publishing : Imprint: Springer, 2014. - XVI, 261 p. 61 illus., 31 illus. in color. online resource. - Dynamic Modeling and Econometrics in Economics and Finance, 20 1566-0419 ; . - Dynamic Modeling and Econometrics in Economics and Finance, 20 .
Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis.
This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.
9783319070612
10.1007/978-3-319-07061-2 doi
Economics.
Economics--Statistics.
Econometrics.
Economics/Management Science.
Economic Theory.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Socio- and Econophysics, Population and Evolutionary Models.
Finance/Investment/Banking.
Econometrics.
Nonlinear Dynamics.
HB1-846.8
330.1