Download the fantastic book titled An Introduction to Wavelets and Other Filtering Methods in Finance and Economics written by Ramazan Gençay, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "An Introduction to Wavelets and Other Filtering Methods in Finance and Economics", which was released on 12 October 2001. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Education genre.
Summary of An Introduction to Wavelets and Other Filtering Methods in Finance and Economics by Ramazan Gençay PDF
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. The first book to present a unified view of filtering techniques Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
Detail About An Introduction to Wavelets and Other Filtering Methods in Finance and Economics PDF
- Author : Ramazan Gençay
- Publisher : Elsevier
- Genre : Education
- Total Pages : 359 pages
- ISBN : 0080509223
- Release Date : 12 October 2001
- PDF File Size : 41,6 Mb
- Language : English
- Rating : 3/5 from 1 reviews
Clicking on the GET BOOK button will initiate the downloading process of An Introduction to Wavelets and Other Filtering Methods in Finance and Economics by Ramazan Gençay. This book is available in ePub and PDF format with a single click unlimited downloads.