Wavelet Applications in Economics and Finance

Business & Finance, Economics, Statistics, Theory of Economics
Cover of the book Wavelet Applications in Economics and Finance by , Springer International Publishing
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Author: ISBN: 9783319070612
Publisher: Springer International Publishing Publication: August 4, 2014
Imprint: Springer Language: English
Author:
ISBN: 9783319070612
Publisher: Springer International Publishing
Publication: August 4, 2014
Imprint: Springer
Language: English

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.

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