An Introduction to Wavelets and Other Filtering Methods in Finance and Economics - Brossura

Gençay, Ramazan

 
9780123995568: An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

Sinossi

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the th

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L'autore

Ramazan Gençay is a professor in the economics department at the University of Windsor, Ontario, Canada. His areas of specialization are financial econometrics, nonlinear time series, nonparametric econometrics, and chaotic dynamics. His publications appe

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Altre edizioni note dello stesso titolo

9780122796708: An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

Edizione in evidenza

ISBN 10:  0122796705 ISBN 13:  9780122796708
Casa editrice: Academic Pr, 2001
Rilegato