×

Uh-oh, it looks like your Internet Explorer is out of date.

For a better shopping experience, please upgrade now.

Wavelet Applications in Economics and Finance
     

Wavelet Applications in Economics and Finance

by Marco Gallegati (Editor), Willi Semmler (Editor)
 

See All Formats & Editions

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory

Overview

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.

Product Details

ISBN-13:
9783319070605
Publisher:
Springer International Publishing
Publication date:
08/31/2014
Series:
Dynamic Modeling and Econometrics in Economics and Finance Series , #20
Edition description:
2014
Pages:
261
Product dimensions:
6.10(w) x 9.25(h) x 0.03(d)

Customer Reviews

Average Review:

Post to your social network

     

Most Helpful Customer Reviews

See all customer reviews