An introduction to wavelets and other filtering methods in finance and economics (eBook, 2002) [WorldCat.org]
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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, an imprint of Elsevier, [2002] ©2002
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It 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. It offers testing issues  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Gençay, Ramazan.
Introduction to wavelets and other filtering methods in finance and economics.
San Diego, Calif. : Academic Press, ©2002
(DLC) 2001094298
(OCoLC)48241811
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Ramazan Gençay; Faruk Selçuk; Brandon Whitcher
ISBN: 9780122796708 0122796705 9780080509228 0080509223 1282284797 9781282284791 9786612284793 661228479X
OCLC Number: 213298471
Language Note: English.
Description: 1 online resource (xxii, 359 pages) : illustrations
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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Abstract:

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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Pre-publication Reviews "The authors present, in a simple fashion, a new class of filters that greatly expands on those previously available, allowing greater flexibility and generating models with Read more...

 
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