An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Language: English
Published by Elsevier Science Publishing Co Inc, 2001
- Hardcover
- Used
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Add to basketItem description from seller
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.
Seller Inventory # 00107095906
- Title
- An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
- Author
- Brandon Whitcher
- Publisher
- Elsevier Science Publishing Co Inc
- Publication year
- 2001
- Condition
- Good
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0122796705
- ISBN 13
- 9780122796708
- The first book to present a unified view of filtering techniques
- Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series
- Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
"Synopsis" may belong to another edition of this title.
About the Author
Faruk Selçuk is a faculty member in the department of economics at Bilkent University, Ankara, Turkey. His research interests are time series analysis, financial econometrics, risk management, emerging market economies, and the Turkish economy. His recent publications appeared in Studies in Nonlinear Dynamics and Econometrics, International Journal of Forecasting, and Physica A. He is a consultant for Reuters-Istanbul and Reuters-Moscow.
Brandon Whitcher is currently a visiting scientist in the Geophysical Statistics Project at the National Center for Atmospheric Research. He was a research scientist at EURANDOM, a European research institute for the study of stochastic phenomena, after receiving his Ph.D. in statistics from the University of Washington. His research interests include wavelet methodology, time series analysis, computational statistics, and applications in the physical sciences, finance, and economics. His publications have appeared in Exploration Geophysics, Journal of Computational and Graphical Statistics, Journal of Geophysical Research, Journal of Statistical Computation and Simulation, and Physica A.
"About the title" may belong to another edition of this title.
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