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An introduction to wavelets and other filtering methods in finance and economics[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330/.01/5152433
書名/作者:	An introduction to wavelets and other filtering methods in finance and economics/ Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
作者:	Gen�cay, Ramazan.
其他作者:	Sel�cuk, Faruk.
出版者:	San Diego, Calif. : : Academic Press,, c2002.
面頁冊數:	xxii, 359 p. : : ill. ;; 24 cm.
標題:	Finance - Mathematical models.
標題:	Economics - Mathematical models.
標題:	Wavelets (Mathematics)
標題:	Econometrics.
標題:	Finances - Mod�eles math�ematiques.
標題:	�Economie politique - Mod�eles math�ematiques.
標題:	Ondelettes.
標題:	�Econom�etrie.
標題:	Wavelets.
標題:	Econometrische modellen.
標題:	Tijdreeksen.
標題:	Stochastische filters.
ISBN:	9780122796708
ISBN:	0122796705
書目註:	Includes bibliographical references (p. 323-348) and index.
內容註:	Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.
摘要、提要註:	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. 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.
電子資源:	An electronic book accessible through the World Wide Web; click for information
電子資源:	http://www.loc.gov/catdir/description/els031/2001094298.html
電子資源:	http://www.loc.gov/catdir/toc/els031/2001094298.html

An introduction to wavelets and other filtering methods in finance and economics[electronic resource] /
Gen�cay, Ramazan.

An introduction to wavelets and other filtering methods in finance and economics[electronic resource] /Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher. - San Diego, Calif. :Academic Press,c2002. - xxii, 359 p. :ill. ;24 cm.

Includes bibliographical references (p. 323-348) 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. *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.

Electronic reproduction.
Amsterdam :
Elsevier Science & Technology,
2008.

Mode of access: World Wide Web.

ISBN: 9780122796708

Source: 89168:89168Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

342179
Finance
--Mathematical models.Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HG106 / .G46 2002eb

Dewey Class. No.: 330/.01/5152433

An introduction to wavelets and other filtering methods in finance and economics[electronic resource] /
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504 $a Includes bibliographical references (p. 323-348) and index.
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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. *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.
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