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Wavelet Applications in Economics and Finance (Paperback, Softcover reprint of the original 1st ed. 2014)
Loot Price: R3,632
Discovery Miles 36 320
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Wavelet Applications in Economics and Finance (Paperback, Softcover reprint of the original 1st ed. 2014)
Series: Dynamic Modeling and Econometrics in Economics and Finance, 20
Expected to ship within 10 - 15 working days
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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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