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Item Details
| Title:
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WAVELET APPLICATIONS IN ECONOMICS AND FINANCE
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| By: |
Marco Gallegati (Editor), Willi Semmler (Editor) |
| Format: |
Hardback |
| List price:
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£109.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3319070606 |
| ISBN 13: |
9783319070605 |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
5 August, 2014 |
| Edition: |
2014 ed. |
| Series: |
Dynamic Modeling and Econometrics in Economics and Finance 20 |
| Pages: |
261 |
| Description: |
Wavelet Applications in Economics and Finance |
| Synopsis: |
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. |
| Illustrations: |
31 Illustrations, color; 30 Illustrations, black and white; XVI, 261 p. 61 |
| Publication: |
Switzerland |
| Imprint: |
Springer International Publishing AG |
| Returns: |
Non-returnable |
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