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  E-mail Message: I thought you might be interested in this item at http://www.worldcat.org/oclc/213298471 Title: 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 ISBN/ISSN: 9780122796708 0122796705 9780080509228 0080509223 1282284797 9781282284791 9786612284793 661228479X OCLC:213298471

  
  

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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 which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method.  Read more...
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Subjects	Finance -- Mathematical models. Economics -- Mathematical models. Wavelets (Mathematics) View all subjects
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