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 exactly what wavelet
analysis (and filtering methods in general) can reveal about a time
series. It offers testing issues which can be performed with
wavelets in conjunction with the multi-resolution analysis. The
descriptive focus of the book avoids proofs and provides easy
access to a wide spectrum of parametric and nonparametric filtering
methods. Examples and empirical applications will show readers the
capabilities, advantages, and disadvantages of each method.
*The first book to present a unified view of filtering techniques
*Concentrates on exactly what wavelets analysis and filtering
methods in general can reveal about a time series
*Provides easy access to a wide spectrum of parametric and
non-parametric filtering methods
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