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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Contributor(s): Gençay, Ramazan (Author), Selçuk, Faruk (Author), Whitcher, Brandon J. (Author)

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 ISBN: 0122796705     ISBN-13: 9780122796708
Publisher: Academic Press
OUR PRICE: $150.15  

Binding Type: Hardcover - See All Available Formats & Editions
Published: September 2001
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Annotation: 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
Additional Information
BISAC Categories:
- Business & Economics | Econometrics
- Business & Economics | Accounting - General
- Business & Economics | Economics - General
Dewey: 330.015
LCCN: 2001094298
Physical Information: 0.86" H x 6.44" W x 9.22" L (1.41 lbs) 384 pages
 
Descriptions, Reviews, Etc.
Publisher Description:
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.
 
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