An introduction to wavelets and other filtering methods in finance and economics / Ramazan Gençay, Faruk Selçuk, Brandon Whitcher.

By:

Gençay, Ramazan [author.]

Contributor(s):

Material type: Text

text

Media type:

computer

Carrier type:

online resource

ISBN:

9780122796708
0122796705
9780080509228
0080509223
1282284797
9781282284791
9786612284793
661228479X

Subject(s): Genre/Form:

Electronic books.

Additional physical formats: Print version:: Introduction to wavelets and other filtering methods in finance and economics.DDC classification:

330.01/5152433 22

LOC classification:

HG106

Online resources:

Click here to access online

Contents:

Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks.

Summary: 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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Holdings
Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

Includes bibliographical references and index.

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.

Online resource; title from electronic title page (EBSCOhost, viewed March 20, 2018).

English.

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