Wavelet applications in economics and finance /

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Bibliographic Details
Imprint:	Cham : Springer, [2014] ©2014
Description:	1 online resource (xvi, 261 pages) : illustrations (some color).
Language:	English
Series:	Dynamic modeling and econometrics in economics and finance ; volume 20 Dynamic modeling and econometrics in economics and finance ; v. 20.
Subject:	Economics -- Statistical methods. Finance -- Statistical methods. Wavelets (Mathematics) Econometrics. Econometrics. Economics -- Statistical methods. Finance -- Statistical methods. Wavelets (Mathematics)
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11086964

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Other authors / contributors:	Gallegati, M. (Mauro), editor. Semmler, Willi, editor.
ISBN:	9783319070612 3319070614 9783319070605 3319070606
Notes:	Includes bibliographical references. Print version record.
Summary:	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.
Other form:	Print version: Wavelet applications in economics and finance 3319070606
Standard no.:	10.1007/978-3-319-07061-2

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