An introduction to wavelets and other filtering methods in finance and economics /

By:

Gençay, Ramazan

Contributor(s):

Material type: Text

TextPublication details: San Diego, Calif. : Academic Press, c2002.Description: xxii, 359 pISBN:

0122796705 (alk. paper)

Subject(s):

DDC classification:

330.015195 GEN

LOC classification:

HG106 .G46 2002

Online resources:

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	330.015195 GEN (Browse shelf(Opens below))	c. 1	Available	31008100624465
Monograph & others	CBN HQ Library General Stacks	Non-fiction	330.015195 GEN (Browse shelf(Opens below))	c.1	Available	31008100034996
Monograph & others	CBN HQ Library General Stacks	Non-fiction	330.015195 GEN (Browse shelf(Opens below))	c.2	Available	31008100035001
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks	Non-fiction	330/.01/5152433 (Browse shelf(Opens below))	c.1	Available	31008100674452
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	330.015195 GEN (Browse shelf(Opens below))	c.1	Available	31008100656186
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	330.015195 GEN (Browse shelf(Opens below))	c.1	Available	31008100694211
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	330.015195 GEN (Browse shelf(Opens below))	c.1	Available	31008101247290

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Previous	330.015195 DAY An Introduction to R for Quantitative Economics :	330.015195 DAY An Introduction to R for Quantitative Economics :	330.015195 GEN An introduction to wavelets and other filtering methods in finance and economics /	330.015195 GEN An introduction to wavelets and other filtering methods in finance and economics /	330.015195 HAN Handbook of econometrics :	330.015195 HAN Handbook of econometrics :	330.015195 KOO Bayesian econometrics /	Next

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.

nmn, 19/12/18

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