An Introduction to Wavelets and Other Filtering Methods in Finance and Economics /

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 ex...

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Bibliographic Details
Main Authors: Gençay, Ramazan (Author), Selçuk, Faruk (Author), Whitcher, Brandon (Author)
Corporate Author: Safari, an O'Reilly Media Company
Format: eBook
Language:English
Published: Academic Press, 2001.
Edition:1st edition.
Subjects:
Online Access:Connect to this electronic resource