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

Ramazan Gençay

ISBN 10: 0123995566 / ISBN 13: 9780123995568

Editore: Academic Press, 2012

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382 pages. 9.00x6.00x0.87 inches. In Stock.

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Dati bibliografici

• Titolo: An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
• Editore: Academic Press
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 0123995566
• ISBN 13: 9780123995568
• Rilegatura: Paperback
• Condizione: Brand New

Descrizione articolo

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

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