Wavelet Applications in Economics and Finance - Couverture souple

 
9783319382999: Wavelet Applications in Economics and Finance

Synopsis

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.

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9783319070605: Wavelet Applications in Economics and Finance

Edition présentée

ISBN 10 :  3319070606 ISBN 13 :  9783319070605
Editeur : Springer International Publishin..., 2014
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