An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

by Brandon Whitcher (Author), Faruk Selcuk (Author), Ramazan Gencay (Author)

• New

  Hardcover
  2001

  $101.22

  Presents a unified view of filtering techniques with a focus on wavelet analysis in finance and economics. This title 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.