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Wavelet Applications in Economics and Finance

Marco Gallegati
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      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.
      Format: Paperback / softback CONTRIBUTORS: Marco Gallegati EAN: 9783319382999 COUNTRY: Switzerland PAGES: WEIGHT: 4277 g HEIGHT: 235 cm
      PUBLISHED BY: Springer International Publishing AG DATE PUBLISHED: 2016-09-22 CITY: GENRE: BUSINESS & ECONOMICS / Econometrics, BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Statistics, BUSINESS & ECONOMICS / Economics / Theory, SCIENCE / System Theory WIDTH: 155 cm SPINE:

      Book Themes:

      Cybernetics and systems theory, Economics, Finance, Business and Management, Economic theory and philosophy, Econometrics and economic statistics, Finance and the finance industry, Probability and statistics, Optical physics

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      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.
      Format: Paperback / softback CONTRIBUTORS: Marco Gallegati EAN: 9783319382999 COUNTRY: Switzerland PAGES: WEIGHT: 4277 g HEIGHT: 235 cm
      PUBLISHED BY: Springer International Publishing AG DATE PUBLISHED: 2016-09-22 CITY: GENRE: BUSINESS & ECONOMICS / Econometrics, BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Statistics, BUSINESS & ECONOMICS / Economics / Theory, SCIENCE / System Theory WIDTH: 155 cm SPINE:

      Book Themes:

      Cybernetics and systems theory, Economics, Finance, Business and Management, Economic theory and philosophy, Econometrics and economic statistics, Finance and the finance industry, Probability and statistics, Optical physics

      Customer Reviews

      Be the first to write a review
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