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, Calif.
Academic Press
©2002
|
| Schlagworte: | |
| Online-Zugang: | 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 (pages 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 (xxii, 359 pages) |
| ISBN: | 9780122796708 0122796705 9780080509228 0080509223 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042957088 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 151029s2002 |||| o||u| ||||||eng d | ||
| 020 | |a 9780122796708 |c electronic bk. |9 978-0-12-279670-8 | ||
| 020 | |a 0122796705 |c electronic bk. |9 0-12-279670-5 | ||
| 020 | |a 9780080509228 |c electronic bk. |9 978-0-08-050922-8 | ||
| 020 | |a 0080509223 |c electronic bk. |9 0-08-050922-3 | ||
| 035 | |a (OCoLC)213298471 | ||
| 035 | |a (DE-599)BVBBV042957088 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 330.01/5152433 |2 22 | |
| 100 | 1 | |a Gençay, Ramazan |e Verfasser |4 aut | |
| 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, Calif. |b Academic Press |c ©2002 | |
| 300 | |a 1 Online-Ressource (xxii, 359 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 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 (pages 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 | 4 | |a Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics | |
| 650 | 4 | |a Finances / Modèles mathématiques | |
| 650 | 4 | |a Économie politique / Modèles mathématiques | |
| 650 | 4 | |a Ondelettes | |
| 650 | 4 | |a Économétrie | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Economics / Theory |2 bisacsh | |
| 650 | 7 | |a Econometrics |2 fast | |
| 650 | 7 | |a Economics / Mathematical models |2 fast | |
| 650 | 7 | |a Finance / Mathematical models |2 fast | |
| 650 | 7 | |a Wavelets (Mathematics) |2 fast | |
| 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 | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Economics |x Mathematical models | |
| 650 | 4 | |a Wavelets (Mathematics) | |
| 650 | 4 | |a Econometrics | |
| 650 | 0 | 7 | |a Filterung |g Stochastik |0 (DE-588)4121267-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Filterung |g Stochastik |0 (DE-588)4121267-8 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Selçuk, Faruk |e Sonstige |4 oth | |
| 700 | 1 | |a Whitcher, Brandon |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297032 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-EBU | ||
| 940 | 1 | |q FLA_PDA_EBU | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028383005 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804175275234164736 |
|---|---|
| any_adam_object | |
| author | Gençay, Ramazan |
| author_facet | Gençay, Ramazan |
| author_role | aut |
| author_sort | Gençay, Ramazan |
| author_variant | r g rg |
| building | Verbundindex |
| bvnumber | BV042957088 |
| collection | ZDB-4-EBU |
| ctrlnum | (OCoLC)213298471 (DE-599)BVBBV042957088 |
| dewey-full | 330.01/5152433 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/5152433 |
| dewey-search | 330.01/5152433 |
| dewey-sort | 3330.01 75152433 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03593nmm a2200673zc 4500</leader><controlfield tag="001">BV042957088</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151029s2002 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780122796708</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-12-279670-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0122796705</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-12-279670-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780080509228</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-08-050922-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0080509223</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-08-050922-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)213298471</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042957088</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.01/5152433</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Gençay, Ramazan</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">An introduction to wavelets and other filtering methods in finance and economics</subfield><subfield code="c">Ramazan Gençay, Faruk Selçuk, Brandon Whitcher</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">San Diego, Calif.</subfield><subfield code="b">Academic Press</subfield><subfield code="c">©2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xxii, 359 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="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</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 323-348) and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finances / Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Économie politique / Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ondelettes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Économétrie</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Economics / Theory</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometrics</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Economics / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finance / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Wavelets (Mathematics)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Wavelets</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometrische modellen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Tijdreeksen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastische filters</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wavelets (Mathematics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Filterung</subfield><subfield code="g">Stochastik</subfield><subfield code="0">(DE-588)4121267-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Filterung</subfield><subfield code="g">Stochastik</subfield><subfield code="0">(DE-588)4121267-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Selçuk, Faruk</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Whitcher, Brandon</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297032</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBU</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FLA_PDA_EBU</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028383005</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042957088 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:42Z |
| institution | BVB |
| isbn | 9780122796708 0122796705 9780080509228 0080509223 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028383005 |
| oclc_num | 213298471 |
| open_access_boolean | |
| physical | 1 Online-Ressource (xxii, 359 pages) |
| psigel | ZDB-4-EBU FLA_PDA_EBU |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Academic Press |
| record_format | marc |
| 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, Calif. Academic Press ©2002 1 Online-Ressource (xxii, 359 pages) 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 (pages 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 Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics Finances / Modèles mathématiques Économie politique / Modèles mathématiques Ondelettes Économétrie BUSINESS & ECONOMICS / Economics / Theory bisacsh Econometrics fast Economics / Mathematical models fast Finance / Mathematical models fast Wavelets (Mathematics) fast Wavelets gtt Econometrische modellen gtt Tijdreeksen gtt Stochastische filters gtt Mathematisches Modell Wirtschaft Finance Mathematical models Economics Mathematical models Wavelets (Mathematics) Econometrics Filterung Stochastik (DE-588)4121267-8 gnd rswk-swf Filterung Stochastik (DE-588)4121267-8 s 1\p DE-604 Selçuk, Faruk Sonstige oth Whitcher, Brandon Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297032 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Gençay, Ramazan An introduction to wavelets and other filtering methods in finance and economics Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics Finances / Modèles mathématiques Économie politique / Modèles mathématiques Ondelettes Économétrie BUSINESS & ECONOMICS / Economics / Theory bisacsh Econometrics fast Economics / Mathematical models fast Finance / Mathematical models fast Wavelets (Mathematics) fast Wavelets gtt Econometrische modellen gtt Tijdreeksen gtt Stochastische filters gtt Mathematisches Modell Wirtschaft Finance Mathematical models Economics Mathematical models Wavelets (Mathematics) Econometrics 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 | Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics Finances / Modèles mathématiques Économie politique / Modèles mathématiques Ondelettes Économétrie BUSINESS & ECONOMICS / Economics / Theory bisacsh Econometrics fast Economics / Mathematical models fast Finance / Mathematical models fast Wavelets (Mathematics) fast Wavelets gtt Econometrische modellen gtt Tijdreeksen gtt Stochastische filters gtt Mathematisches Modell Wirtschaft Finance Mathematical models Economics Mathematical models Wavelets (Mathematics) Econometrics Filterung Stochastik (DE-588)4121267-8 gnd |
| topic_facet | Finance / Mathematical models. Economics / Mathematical models. Wavelets (Mathematics) Econometrics Finances / Modèles mathématiques Économie politique / Modèles mathématiques Ondelettes Économétrie BUSINESS & ECONOMICS / Economics / Theory Econometrics Economics / Mathematical models Finance / Mathematical models Wavelets (Mathematics) Wavelets Econometrische modellen Tijdreeksen Stochastische filters Mathematisches Modell Wirtschaft Finance Mathematical models Economics Mathematical models Filterung Stochastik |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297032 |
| work_keys_str_mv | AT gencayramazan anintroductiontowaveletsandotherfilteringmethodsinfinanceandeconomics AT selcukfaruk anintroductiontowaveletsandotherfilteringmethodsinfinanceandeconomics AT whitcherbrandon anintroductiontowaveletsandotherfilteringmethodsinfinanceandeconomics |