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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| Format: | eBook |
| Language: | English |
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Singapore ; Hackensack, NJ :
World Scientific Pub.,
[2013]
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 gap between theory and practice by presenting substantial applications of wavelets in economics and finance.This book is the first to provide a comprehensive application of wavelet analysis to financial markets, covering new frontier issues in empirical finance and economics. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (viii, 204 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9814397849 (electronic bk.) 9789814397841 (electronic bk.) |