An Introduction to Wavelets and Other Filtering Methods in Finance and Economics - Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada) - Bøker - Elsevier Science Publishing Co Inc - 9780122796708 - 12. september 2001
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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada)

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

Presents a unified view of filtering techniques with a focus on wavelet analysis in finance and economics. This title 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.

359 pages, Illustrations

Media Bøker     Innbunden bok   (Bok med hard rygg og stivt omslag)
Utgitt 12. september 2001
ISBN13 9780122796708
Utgivere Elsevier Science Publishing Co Inc
Antall sider 384
Mål 153 × 235 × 26 mm   ·   639 g
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