An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
| Author/creator | Gençay, Ramazan Author |
| Other author | Selçuk, Faruk Author |
| Other author | Whitcher, Brandon Author |
| Format | Electronic |
| Publication Info | Academic Press [Imprint] San Diego : Elsevier Science & Technology Books |
| Description | 359 p. ill 09.000 x 06.000 in. |
| Supplemental Content | Full text available from eBook - Finance 1995 - 2006 |
| Subjects |
| Summary | Annotation <b>An Introduction to Wavelets and Other Filtering Methods in Finance and Economics</b> 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.<br /><br />*The first book to present a unified view of filtering techniques<br /><br />*Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series<br /><br />*Provides easy access to a wide spectrum of parametric and non-parametric filtering methods |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2001094298 |
| ISBN | 9780122796708 |
| ISBN | 0122796705 (Trade Cloth) Active Record |
| Standard identifier# | 9780122796708 |
| Stock number | 00991439 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |