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 Author: Gencay, Ramazan
Format: Book
Language:Undetermined
Published: San Diego, Calif. Academic Press c2002
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Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ