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

Gençay, Ramazan

Brossura

ISBN 10: 0123995566 ISBN 13: 9780123995568

Casa editrice: Academic Press, 2012

Riassunto

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

Su questo libro

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

Dettagli dell?edizione

• Editore: Academic Press
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 0123995566
• ISBN 13: 9780123995568
• Rilegatura: Copertina flessibile
• Numero di pagine: 382
• Contatto del produttore: non disponibile