An introduction to wavelets and other filtering methods in finance and economics /:
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 ex...
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| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
San Diego, Calif. :
Academic Press, an imprint of Elsevier,
[2002]
|
| Schlagworte: | |
| Online-Zugang: | Volltext Volltext |
| Zusammenfassung: | 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 resource (xxii, 359 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9780122796708 0122796705 9780080509228 0080509223 1282284797 9781282284791 9786612284793 661228479X |
Internformat
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| 100 | 1 | |a Gençay, Ramazan, |e author. | |
| 245 | 1 | 3 | |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, an imprint of Elsevier, |c [2002] | |
| 264 | 4 | |c ©2002 | |
| 300 | |a 1 online resource (xxii, 359 pages) : |b illustrations | ||
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| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |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. | |
| 520 | |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. | ||
| 588 | 0 | |a Online resource; title from electronic title page (EBSCOhost, viewed March 20, 2018). | |
| 546 | |a English. | ||
| 650 | 0 | |a Finance |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh85048260 | |
| 650 | 0 | |a Economics |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh85040857 | |
| 650 | 0 | |a Wavelets (Mathematics) |0 http://id.loc.gov/authorities/subjects/sh91006163 | |
| 650 | 0 | |a Econometrics. |0 http://id.loc.gov/authorities/subjects/sh85040763 | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Économie politique |x Modèles mathématiques. | |
| 650 | 6 | |a Ondelettes. | |
| 650 | 6 | |a Économétrie. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x Theory. |2 bisacsh | |
| 650 | 7 | |a Econometrics |2 fast | |
| 650 | 7 | |a Economics |x Mathematical models |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Wavelets (Mathematics) |2 fast | |
| 650 | 1 | 7 | |a Wavelets. |2 gtt |
| 650 | 1 | 7 | |a Econometrische modellen. |2 gtt |
| 650 | 1 | 7 | |a Tijdreeksen. |2 gtt |
| 650 | 1 | 7 | |a Stochastische filters. |2 gtt |
| 700 | 1 | |a Selçuk, Faruk, |e author. | |
| 700 | 1 | |a Whitcher, Brandon, |e author. | |
| 758 | |i has work: |a An introduction to wavelets and other filtering methods in finance and economics (Text) |1 https://id.oclc.org/worldcat/entity/E39PD3yWY87WfXP8cCftw4xX7d |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBU-ocn213298471 |
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| _version_ | 1816796896629358592 |
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| author | Gençay, Ramazan Selçuk, Faruk Whitcher, Brandon |
| author_facet | Gençay, Ramazan Selçuk, Faruk Whitcher, Brandon |
| author_role | aut aut aut |
| author_sort | Gençay, Ramazan |
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| collection | ZDB-4-EBU |
| contents | Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks. |
| ctrlnum | (OCoLC)213298471 |
| dewey-full | 330.01/5152433 |
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| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/5152433 |
| dewey-search | 330.01/5152433 |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| indexdate | 2024-11-26T14:48:58Z |
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| publisher | Academic Press, an imprint of Elsevier, |
| record_format | marc |
| spelling | Gençay, Ramazan, author. An introduction to wavelets and other filtering methods in finance and economics / Ramazan Gençay, Faruk Selçuk, Brandon Whitcher. San Diego, Calif. : Academic Press, an imprint of Elsevier, [2002] ©2002 1 online resource (xxii, 359 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier data file Includes bibliographical references and index. Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks. 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. Online resource; title from electronic title page (EBSCOhost, viewed March 20, 2018). English. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Economics Mathematical models. http://id.loc.gov/authorities/subjects/sh85040857 Wavelets (Mathematics) http://id.loc.gov/authorities/subjects/sh91006163 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 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 Selçuk, Faruk, author. Whitcher, Brandon, author. has work: An introduction to wavelets and other filtering methods in finance and economics (Text) https://id.oclc.org/worldcat/entity/E39PD3yWY87WfXP8cCftw4xX7d https://id.oclc.org/worldcat/ontology/hasWork Print version: Gençay, Ramazan. Introduction to wavelets and other filtering methods in finance and economics. San Diego, Calif. : Academic Press, ©2002 9780122796708 (DLC) 2001094298 (OCoLC)48241811 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297032 Volltext FWS01 ZDB-4-EBU FWS_PDA_EBU https://www.sciencedirect.com/science/book/9780122796708 Volltext |
| spellingShingle | Gençay, Ramazan Selçuk, Faruk Whitcher, Brandon An introduction to wavelets and other filtering methods in finance and economics / Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Economics Mathematical models. http://id.loc.gov/authorities/subjects/sh85040857 Wavelets (Mathematics) http://id.loc.gov/authorities/subjects/sh91006163 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 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 |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85048260 http://id.loc.gov/authorities/subjects/sh85040857 http://id.loc.gov/authorities/subjects/sh91006163 http://id.loc.gov/authorities/subjects/sh85040763 |
| 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 | introduction to wavelets and other filtering methods in finance and economics |
| topic | Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Economics Mathematical models. http://id.loc.gov/authorities/subjects/sh85040857 Wavelets (Mathematics) http://id.loc.gov/authorities/subjects/sh91006163 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 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 |
| 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. Econometrische modellen. Tijdreeksen. Stochastische filters. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297032 https://www.sciencedirect.com/science/book/9780122796708 |
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