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An introduction to wavelets and other filtering methods in finance and economics

紀錄類型:	書目-語言資料,印刷品 : 單行本
作者:	Gen簙ayRamazan.,
合作者:	Sel簙ukFaruk.,
合作者:	WhitcherBrandon.,
其他團體作者:	ScienceDirect (Online service)
出版地:	San Diego, Calif.
出版者:	Academic Press;
出版年:	c2002.
面頁冊數:	xxii, 359 p.ill. : 24 cm.;
標題:	Finances - Mod墈les math歋matiques. -
標題:	Ondelettes. -
標題:	榼conomie politique - Mod墈les math歋matiques. -
標題:	榼conom歋trie. -
標題:	Econometrics. -
標題:	Economics - Mathematical models. -
標題:	Finance - Mathematical models. -
標題:	Wavelets (Mathematics) -
標題:	Electronic books. -
標題:	Econometrische modellen. -
標題:	Stochastische filters. -
標題:	Tijdreeksen. -
標題:	Wavelets. -
電子資源:	http://www.loc.gov/catdir/description/els031/2001094298.html
電子資源:	http://www.loc.gov/catdir/description/els031/2001094298.html
電子資源:	http://www.loc.gov/catdir/description/els031/2001094298.html
附註:	Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008.
摘要註:	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. The first book to present a unified view of filtering techniques Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series *Provides easy access to a wide spectrum of parametric and non-parametric filtering methods.
ISBN:	0122796705
內容註:	Preface Introduction Linear Filters Optimum Linear Estimation Discrete Wavelet Transforms Wavelets and Stationary Processes Wavelet Denoising Wavelets for Variance-Covariance Estimation Artificial Neural Networks.

An introduction to wavelets and other filtering methods in finance and economics
Gen簙ay, Ramazan.

An introduction to wavelets and other filtering methods in finance and economics / Ramazan Gen簙ay, Faruk Sel簙uk, Brandon Whitcher. - San Diego, Calif. : Academic Press, c2002.. - xxii, 359 p. ; ill. ; 24 cm..
Preface.
Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008..
Includes bibliographical references (p. 323-348) and index..
ISBN 0122796705ISBN 9780122796708
Finances Ondelettes.榼conomie politique 榼conom歋trie.Econometrics.Economics Finance Wavelets (Mathematics)Electronic books.Econometrische modellen.Stochastische filters.Tijdreeksen.Wavelets. -- Mod墈les math歋matiques. -- Mod墈les math歋matiques. -- Mathematical models. -- Mathematical models.

Sel簙uk, Faruk.

An introduction to wavelets and other filtering methods in finance and economics
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