01601nam a2200205Ia 4500 CTU_153643 210402s9999 xx 000 0 und d 330.015195 G325 Gencay, Ramazan An introduction to wavelets and other filtering methods in finance and economics Ramazan Gençay, Faruk Selçuk, Brandon Whitcher San Diego, Calif. Academic Press c2002 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. Finance,Economics,Wavelets (Mathematics),Econometrics,Toán kinh tế,Tài chính,Kinh tế,Sóng cầu thứ cấp (Toán học) Mathematical models,Mathematical models,Mô hình toán học,Mô hình toán học Trọng Hiếu Trung tâm Học liệu Trường Đại học Cần Thơ