Wavelet Applications in Economics and Finance

Willi Semmler editor Marco Gallegati editor

Format:Hardback

Publisher:Springer International Publishing AG

Published:20th Aug '14

Currently unavailable, and unfortunately no date known when it will be back

Wavelet Applications in Economics and Finance cover

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.

ISBN: 9783319070605

Dimensions: unknown

Weight: 5443g

261 pages

2014 ed.