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Wavelet Applications in Economics and Finance
. Ed(S): Gallegati, Marco; Semmler, Willi
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Description for Wavelet Applications in Economics and Finance
Paperback. Editor(s): Gallegati, Marco; Semmler, Willi. Series: Dynamic Modeling and Econometrics in Economics and Finance. Num Pages: 277 pages, 30 black & white illustrations, 31 colour illustrations, biography. BIC Classification: JHBC; KCA; KCH; KFF; PBT; PBWR. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 15. Weight in Grams: 433.
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.
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.
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer International Publishing AG Switzerland
Number of pages
277
Condition
New
Series
Dynamic Modeling and Econometrics in Economics and Finance
Number of Pages
261
Place of Publication
Cham, Switzerland
ISBN
9783319382999
SKU
V9783319382999
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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