An introduction to wavelets and other filtering methods in finance and economics /
Gençay, Ramazan.
An introduction to wavelets and other filtering methods in finance and economics / - San Diego, Calif. : Academic Press, c2002. - xxii, 359 p. :
Includes bibliographical references (p. 323-348) and index.
This book presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. The focus of the book is descriptive and proofs are avoided as much as possible which provides easy access to a wide spectrum of parametric and nonparametric filtering methods.
0122796705 (alk. paper)
Finance
Economics
Wavelets (Mathematics)
Econometrics.
HG106 / .G46 2002
330.015195 / GEN
An introduction to wavelets and other filtering methods in finance and economics / - San Diego, Calif. : Academic Press, c2002. - xxii, 359 p. :
Includes bibliographical references (p. 323-348) and index.
This book presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. The focus of the book is descriptive and proofs are avoided as much as possible which provides easy access to a wide spectrum of parametric and nonparametric filtering methods.
0122796705 (alk. paper)
Finance
Economics
Wavelets (Mathematics)
Econometrics.
HG106 / .G46 2002
330.015195 / GEN