An introduction to wavelets and other filtering methods in finance and economics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
San Diego [u.a.]
Acad. Press
2002
|
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Beschreibung: | Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks Includes bibliographical references (p. 323-348) 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 |
| Beschreibung: | 1 Online-Ressource (1 online resource (xxii, 359 p.)) |
| ISBN: | 9780122796708 0122796705 9780080509228 0080509223 |
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| 245 | 1 | 0 | |a An introduction to wavelets and other filtering methods in finance and economics |c Ramazan Gençay ; Faruk Selçuk ; Brandon Whitcher |
| 264 | 1 | |a San Diego [u.a.] |b Acad. Press |c 2002 | |
| 300 | |a 1 Online-Ressource (1 online resource (xxii, 359 p.)) | ||
| 336 | |b txt |2 rdacontent | ||
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| 500 | |a Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks | ||
| 500 | |a Includes bibliographical references (p. 323-348) and index | ||
| 500 | |a 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 | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Economics / Theory |2 bisacsh | |
| 650 | 7 | |a Wavelets |2 gtt | |
| 650 | 7 | |a Econometrische modellen |2 gtt | |
| 650 | 7 | |a Tijdreeksen |2 gtt | |
| 650 | 7 | |a Stochastische filters |2 gtt | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
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| 650 | 4 | |a Economics / Mathematical models | |
| 650 | 4 | |a Wavelets (Mathematics) | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics | |
| 650 | 4 | |a Finances / Modeles mathematiques | |
| 650 | 4 | |a Economie politique / Modeles mathematiques | |
| 650 | 4 | |a Ondelettes | |
| 650 | 4 | |a Econometrie | |
| 650 | 4 | |a BUSINESS & ECONOMICS / Economics / Theory / bisacsh | |
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Datensatz im Suchindex
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| author | Gençay, Ramazan |
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| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV039829931 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:12:19Z |
| institution | BVB |
| isbn | 9780122796708 0122796705 9780080509228 0080509223 |
| language | English |
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| publisher | Acad. Press |
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| spelling | Gençay, Ramazan Verfasser aut An introduction to wavelets and other filtering methods in finance and economics Ramazan Gençay ; Faruk Selçuk ; Brandon Whitcher San Diego [u.a.] Acad. Press 2002 1 Online-Ressource (1 online resource (xxii, 359 p.)) txt rdacontent c rdamedia cr rdacarrier Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks Includes bibliographical references (p. 323-348) 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 BUSINESS & ECONOMICS / Economics / Theory bisacsh Wavelets gtt Econometrische modellen gtt Tijdreeksen gtt Stochastische filters gtt Mathematisches Modell Wirtschaft Finance / Mathematical models Economics / Mathematical models Wavelets (Mathematics) Econometrics Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics Finances / Modeles mathematiques Economie politique / Modeles mathematiques Ondelettes Econometrie BUSINESS & ECONOMICS / Economics / Theory / bisacsh Wavelets / gtt Econometrische modellen / gtt Tijdreeksen / gtt Stochastische filters / gtt Filterung Stochastik (DE-588)4121267-8 gnd rswk-swf Filterung Stochastik (DE-588)4121267-8 s DE-604 Selçuk, Faruk Sonstige oth Whitcher, Brandon Sonstige oth http://www.sciencedirect.com/science/book/9780122796708 Verlag Volltext |
| spellingShingle | Gençay, Ramazan An introduction to wavelets and other filtering methods in finance and economics BUSINESS & ECONOMICS / Economics / Theory bisacsh Wavelets gtt Econometrische modellen gtt Tijdreeksen gtt Stochastische filters gtt Mathematisches Modell Wirtschaft Finance / Mathematical models Economics / Mathematical models Wavelets (Mathematics) Econometrics Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics Finances / Modeles mathematiques Economie politique / Modeles mathematiques Ondelettes Econometrie BUSINESS & ECONOMICS / Economics / Theory / bisacsh Wavelets / gtt Econometrische modellen / gtt Tijdreeksen / gtt Stochastische filters / gtt Filterung Stochastik (DE-588)4121267-8 gnd |
| subject_GND | (DE-588)4121267-8 |
| title | An introduction to wavelets and other filtering methods in finance and economics |
| title_auth | An introduction to wavelets and other filtering methods in finance and economics |
| title_exact_search | An introduction to wavelets and other filtering methods in finance and economics |
| title_full | An introduction to wavelets and other filtering methods in finance and economics Ramazan Gençay ; Faruk Selçuk ; Brandon Whitcher |
| title_fullStr | An introduction to wavelets and other filtering methods in finance and economics Ramazan Gençay ; Faruk Selçuk ; Brandon Whitcher |
| title_full_unstemmed | An introduction to wavelets and other filtering methods in finance and economics Ramazan Gençay ; Faruk Selçuk ; Brandon Whitcher |
| title_short | An introduction to wavelets and other filtering methods in finance and economics |
| title_sort | an introduction to wavelets and other filtering methods in finance and economics |
| topic | BUSINESS & ECONOMICS / Economics / Theory bisacsh Wavelets gtt Econometrische modellen gtt Tijdreeksen gtt Stochastische filters gtt Mathematisches Modell Wirtschaft Finance / Mathematical models Economics / Mathematical models Wavelets (Mathematics) Econometrics Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics Finances / Modeles mathematiques Economie politique / Modeles mathematiques Ondelettes Econometrie BUSINESS & ECONOMICS / Economics / Theory / bisacsh Wavelets / gtt Econometrische modellen / gtt Tijdreeksen / gtt Stochastische filters / gtt Filterung Stochastik (DE-588)4121267-8 gnd |
| topic_facet | BUSINESS & ECONOMICS / Economics / Theory Wavelets Econometrische modellen Tijdreeksen Stochastische filters Mathematisches Modell Wirtschaft Finance / Mathematical models Economics / Mathematical models Wavelets (Mathematics) Econometrics Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics Finances / Modeles mathematiques Economie politique / Modeles mathematiques Ondelettes Econometrie BUSINESS & ECONOMICS / Economics / Theory / bisacsh Wavelets / gtt Econometrische modellen / gtt Tijdreeksen / gtt Stochastische filters / gtt Filterung Stochastik |
| url | http://www.sciencedirect.com/science/book/9780122796708 |
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