An introduction to wavelet theory in finance : a wavelet multiscale approach /

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner. It aims to bridge the...

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Bibliographic Details

Main Author:	In, Francis
Corporate Author:	ebrary, Inc
Other Authors:	Kim, Sangbae, 1965-
Format:	eBook
Language:	English
Published:	Singapore ; Hackensack, NJ : World Scientific Pub., [2013]
Subjects:	Finance > Mathematical models. Wavelets (Mathematics) BUSINESS & ECONOMICS / Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book