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

Nonfiction, Reference & Language, Education & Teaching, Educational Theory, Testing & Measurement, Business & Finance, Finance & Investing, Finance
Cover of the book An Introduction to Wavelets and Other Filtering Methods in Finance and Economics by Ramazan Gençay, Faruk Selçuk, Brandon J. Whitcher, Elsevier Science
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Author: Ramazan Gençay, Faruk Selçuk, Brandon J. Whitcher ISBN: 9780080509228
Publisher: Elsevier Science Publication: October 12, 2001
Imprint: Academic Press Language: English
Author: Ramazan Gençay, Faruk Selçuk, Brandon J. Whitcher
ISBN: 9780080509228
Publisher: Elsevier Science
Publication: October 12, 2001
Imprint: Academic Press
Language: English

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 of parametric and non-parametric filtering methods
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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