rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    non sort: An
    title: introduction to wavelets and other filtering methods in finance and economics
  title info: title
  name:
    name part: Gencay, Ramazan
    role:
      role term: creator
  type of resource: text
  origin info:
    place:
      place term: xx
    place:
      place term: San Diego, Calif
    publisher: Academic Press
    date issued: c2002
    date issued: 9999
    issuance: monographic
  language:
    language term: und
  physical description:
    form: print
  abstract: 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.
  note: Ramazan Gençay, Faruk Selçuk, Brandon Whitcher
  subject:
    topic: Finance,Economics,Wavelets (Mathematics),Econometrics,Toán kinh tế,Tài chính,Kinh tế,Sóng cầu thứ cấp (Toán học)
  subject:
    topic: Mathematical models,Mathematical models,Mô hình toán học,Mô hình toán học
  classification: 330.015195
  classification: G325
  record info:
    record creation date: 210402
    record identifier: CTU_153643