Wavelet Applications in Economics and Finance: 20 (Dynamic Modeling and Econometrics in Economics and Finance) - Softcover

Buch 11 von 20: Dynamic Modeling and Econometrics in Economics and Finance
 
9783319382999: Wavelet Applications in Economics and Finance: 20 (Dynamic Modeling and Econometrics in Economics and Finance)

Inhaltsangabe

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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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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9783319070605: Wavelet Applications in Economics and Finance: 20 (Dynamic Modeling and Econometrics in Economics and Finance)

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ISBN 10:  3319070606 ISBN 13:  9783319070605
Verlag: Springer, 2014
Hardcover