Ramazan Gençay, Faruk Selçuk, Brandon J. Whitcher

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (eBook, ePUB)

• Format: ePub

Produktbeschreibung

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

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Elsevier Science & Techn.
• Seitenzahl: 359
• Erscheinungstermin: 12. Oktober 2001
• Englisch
• ISBN-13: 9780080509228
• Artikelnr.: 38118552

Autorenporträt

Ramazan Gençay is a professor in the economics department at Simon Fraser University. His areas of specialization are financial econometrics, nonlinear time series, nonparametric econometrics, and chaotic dynamics. His publications appear in finance, economics, statistics and physics journals. His work has appeared in the Journal of the American Statistical Association, Journal of Econometrics, and Physics Letters A.