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An introduction to wavelets and othe...

Gen�cay, Ramazan.

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

Record Type:	Language materials, printed : Monograph/item
[NT 15000414]:	330/.01/5152433
Title/Author:	An introduction to wavelets and other filtering methods in finance and economics/ Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
Author:	Gen�cay, Ramazan.
other author:	Sel�cuk, Faruk.
Published:	San Diego, Calif. : : Academic Press,, c2002.
Description:	xxii, 359 p. : : ill. ;; 24 cm.
Subject:	Finance - Mathematical models.
Subject:	Economics - Mathematical models.
Subject:	Wavelets (Mathematics)
Subject:	Econometrics.
Subject:	Finances - Mod�eles math�ematiques.
Subject:	�Economie politique - Mod�eles math�ematiques.
Subject:	Ondelettes.
Subject:	�Econom�etrie.
Subject:	Wavelets.
Subject:	Econometrische modellen.
Subject:	Tijdreeksen.
Subject:	Stochastische filters.
ISBN:	9780122796708
ISBN:	0122796705
[NT 15000227]:	Includes bibliographical references (p. 323-348) and index.
[NT 15000228]:	Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.
[NT 15000229]:	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.
Online resource:	An electronic book accessible through the World Wide Web; click for information
Online resource:	http://www.loc.gov/catdir/description/els031/2001094298.html
Online resource:	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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037 $a 89168:89168 $b Elsevier Science & Technology $n http://www.sciencedirect.com
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100 1 $a Gen�cay, Ramazan. $3 416240
245 1 3 $a An introduction to wavelets and other filtering methods in finance and economics $h [electronic resource] / $c Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
260 $a San Diego, Calif. : $b Academic Press, $c c2002.
300 $a xxii, 359 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references (p. 323-348) 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. *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.
533 $a Electronic reproduction. $b Amsterdam : $c Elsevier Science & Technology, $d 2008. $n Mode of access: World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Mar. 10, 2008). $n Access may be restricted to users at subscribing institutions.
650 0 $a Finance $x Mathematical models. $3 342179
650 0 $a Economics $x Mathematical models. $3 400634
650 0 $a Wavelets (Mathematics) $3 393849
650 0 $a Econometrics. $3 186734
650 6 $a Finances $x Mod�eles math�ematiques. $3 416243
650 6 $a �Economie politique $x Mod�eles math�ematiques. $3 416244
650 6 $a Ondelettes. $3 416245
650 6 $a �Econom�etrie. $3 416246
650 1 7 $a Wavelets. $2 gtt $3 403452
650 1 7 $a Econometrische modellen. $2 gtt $3 416247
650 1 7 $a Tijdreeksen. $2 gtt $3 403675
650 1 7 $a Stochastische filters. $2 gtt $3 416248
655 7 $a Electronic books. $2 local $3 336502
700 1 $a Sel�cuk, Faruk. $3 416241
700 1 $a Whitcher, Brandon. $3 416242
710 2 $a ScienceDirect (Online service) $3 365609
776 1 $c Original $z 0122796705 $z 9780122796708 $w (DLC) 2001094298 $w (OCoLC)48241811
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780122796708 $z An electronic book accessible through the World Wide Web; click for information
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/description/els031/2001094298.html
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/els031/2001094298.html
994 $a C0 $b TEF

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