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


Huge Savings Item! Free Shipping Included! Save 18% on the An Introduction to Wavelets and Other Filtering Methods in Finance and Economics by Ramazan Gencay at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus


Product Description

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

Additional Information

Manufacturer:Academic Press
Brand:Ramazan Gencay
Publisher:Academic Press
Studio:Academic Press
EAN:9780122796708
Item Weight:1.41 pounds
Item Size:0.88 x 9.02 x 9.02 inches
Package Weight:1.45 pounds
Package Size:5.8 x 0.9 x 0.9 inches

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics by Ramazan Gencay

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

Brand: Ramazan Gencay
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