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Wavelet Applications in Economics and Finance

Wavelet Applications in Economics and Finance

Hardcover

Series: Dynamic Modeling and Econometrics in Economics and Finance, Book 20

Business GeneralEconomicsGeneral Science

ISBN10: 3319070606
ISBN13: 9783319070605
Publisher: Springer Nature
Published: Aug 20 2014
Pages: 261
Weight: 1.25
Height: 0.69 Width: 6.14 Depth: 9.21
Language: English
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.

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