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An introduction to wavelets and other filtering methods in finance and economics

Author: Ramazan Gençay; Faruk Selçuk; Brandon Whitcher
Publisher: San Diego, Calif. : Academic Press, ©2002.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Ramazan Gençay; Faruk Selçuk; Brandon Whitcher
ISBN: 0122796705 9780122796708
OCLC Number: 48241811
Description: xxii, 359 pages : illustrations ; 24 cm
Contents: Preface --
Introduction --
Linear Filters --
Optimum Linear Estimation --
Discrete Wavelet Transforms --
Wavelets and Stationary Processes --
Wavelet Denoising --
Wavelets for Variance-Covariance Estimation --
Artificial Neural Networks.
Responsibility: Ramazan Gençay, Faruk Selçuk, Brandon Whitcher.
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"There are many books on linear filters and wavelets, but there is only one book, Gencay, Selcuk, and Whitcher, that provides an introduction to the field for economists and financial analysts and Read more...

 
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