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Wavelet Applications in Economics and Finance [electronic resource] / edited by Marco Gallegati, Willi Semmler.

By: Contributor(s): Material type: TextTextSeries: Dynamic Modeling and Econometrics in Economics and Finance ; 20Publication details: Cham : Springer International Publishing : Imprint: Springer, 2014.Description: XVI, 261 p. 61 illus., 31 illus. in color. online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783319070612
Subject(s): Additional physical formats: Printed edition:: No titleDDC classification:
  • 330.1 23
LOC classification:
  • HB1-846.8
Online resources:
Contents:
Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis.
In: Springer eBooksSummary: 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.
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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.

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