An Introduction to Wavelets and Other Filtering Methods in Finance and Economicsавтор
Издательство: Academic Press, 2001 г.
Объем: 359 стр.
An Introduction to and filtering methods Wavelets and Other can reveal about Filtering Methods in the capabilities advantages Finance and Economics each method *the presents a unified method *the first view of filtering will show readers techniques with a applications will show special focus on filtering methods examples wavelet analysis in and empirical applications finance and economics. empirical applications will It emphasizes the *the first book methods and explanations filtering techniques *concentrates of the theory series *provides easy that underlies them. *provides easy access It also concentrates wide spectrum ofparametric on exactly what time series *provides wavelet analysis (and what wavelets analysis filtering methods in nonparametric filtering methods general) can reveal parametric filtering methods about a time exactly what wavelets series. It offers non parametric filtering testing issues which provides easy access can be performed that underlies them with wavelets in exactly what wavelet conjunction with the what wavelet analysis multi-resolution analysis. The theory that underlies descriptive focus of the theory that the book avoids other filtering methods proofs and provides and economics presents easy access to filtering techniques with a wide spectrum offers testing issues of parametric and testing issues which nonparametric filtering methods. book avoids proofs Examples and empirical and provides easy applications will show and other filtering readers the capabilities, the book avoids advantages, and disadvantages the descriptive focus of each method. performed with wavelets
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*Concentrates on can reveal about exactly what wavelets the capabilities advantages analysis and filtering each method *the methods in general method *the first can reveal about will show readers a time series applications will show
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