An introduction to wavelets and other filtering methods in finance and economics
By: Ramazan Gençay, Faruk Selçuk, Brandon Whitcher.
Contributors: Selçuk, Faruk.; Whitcher, Brandon.
Publisher: Academic Press
Published: 2002
Place of publication: San Diego
Language: eng
Number of pages: 359
Subjects: Econometrics.; Finance.; Wavelets (Mathematics).
Notes: Includes bibliographical references (p. 323-348) and index.