Ramazan Gencay, Faruk Selcuk, Brandon Whitcher

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

Издательство: Academic Press, 2001 г.
0122796705
Книгопечатная продукция
Объем: 359 стр.

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 theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method.

*The first book to present a unified view of filtering techniques

*Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series

*Provides easy access to a wide spectrum ofparametric and non-parametric filtering methods

Посмотрите также...

Principles of Project Finance

This introduction for practitioners offers a balanced view of project financing, integrating legal, contractual, scheduling, and other areas that participate in large multiparty projects, large single-asset purchases, and broad-based financing ......

Valuation Methods and Shareholder Value Creation

Valuation Methods and Shareholder Value Creation provides a comprehensive examination of valuation tools and guidance for analyzing and valuing a business. It covers the basics of valuation methods and shareholder value creation in addition to ......

The Career Psychology of Women

Summarizing literature from the twenty-year-old field of women`s career development, this book brings scholars and professionals up-to-date in their understanding of the factors influencing women`s career choices and career adjustment across the ......

Management and Administration Skills for the Mental Health Professional

Psychologists receive several years of specialized study on the brain, behavior, and mental health, but despite the fact that over half ultimately end up in administrative or managerial roles, they receive no formalized training in the skills ......