An Introduction to Wavelets and Other Filtering Methods in Finance and Economics - Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada) - Books - Elsevier Science Publishing Co Inc - 9780122796708 - September 12, 2001
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Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada)
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

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Presents a unified view of filtering techniques with a focus on wavelet analysis in finance and economics. This title 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.

359 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 12, 2001
ISBN13 9780122796708
Publishers Elsevier Science Publishing Co Inc
Pages 384
Dimensions 153 × 235 × 26 mm   ·   639 g

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