An introduction to wavelets and other filtering methods in finance and economics. (©2002)

• Record Type: Book
• Further Information: Note: Ramazan Gençay, Faruk Selçuk, Brandon Whitcher.
• Other Names: Gençay, Ramazan; Selçuk, Faruk; Whitcher, Brandon
• 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.
• Publisher Details: San Diego, Calif : Academic Press
• Publication Date: 2002
• Copyright Date: 2002
• Extent: 1 online resource (xxii, 359 pages), illustrations
• Subjects: 330.01/5152433; Finance -- Mathematical models; Economics -- Mathematical models; Wavelets (Mathematics); Econometrics; 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; Electronic books
• Languages: English
• ISBNs: 9780122796708; 0122796705; 9780080509228; 0080509223
• Notes: Note: Includes bibliographical references (pages 323-348) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.