An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Publisher: Academic Press
Published: September 12, 2001
Language: eng
Format: Hardcover
Number of pages: 359
ISBN-13: 9780122796708
Subjects: Budgeting & financial management; Econometrics; Finance; Harmonic Analysis; Mathematical Economics; Mathematical models; Business & Economics; Business / Economics / Finance; Functional Analysis; Business/Economics; Economics; Accounting - General; Economics - General; Business & Economics / Finance; Business & Economics / Econometrics; Wavelets (Mathematics)
First sentence: The fundamental reason of writing this book is that we believe the basic premise of wavelet filtering provides insight into the dynamics of economic/financial time series beyond that of current methodology.