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
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.