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Wavelet Applications in Economics and Finance: Dynamic Modeling and Econometrics in Economics and Finance, cartea 20

Editat de Marco Gallegati, Willi Semmler
en Limba Engleză Hardback – 20 aug 2014
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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Specificații

ISBN-13: 9783319070605
ISBN-10: 3319070606
Pagini: 277
Ilustrații: XVI, 261 p. 61 illus., 31 illus. in color.
Dimensiuni: 155 x 235 x 23 mm
Greutate: 0.57 kg
Ediția:2014
Editura: Springer International Publishing
Colecția Springer
Seria Dynamic Modeling and Econometrics in Economics and Finance

Locul publicării:Cham, Switzerland

Public țintă

Research

Cuprins

Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.

Textul de pe ultima copertă

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.​

Caracteristici

Applies wavelet and spectral methods to nonlinear and dynamic processes in economics and finance Covers a wide range of economic and financial applications Includes applications of time-frequency decomposition methods Treats discrete and continuous wavelet transform tools as well as spectral methods Includes supplementary material: sn.pub/extras