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An introduction to wavelet theory in...

In, Francis.

An introduction to wavelet theory in finance[electronic resource] :a wavelet multiscale approach /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.01/5152433
書名/作者:	An introduction to wavelet theory in finance : a wavelet multiscale approach // Francis In, Sangbae Kim.
作者:	In, Francis.
其他作者:	Kim, Sangbae,
出版者:	Singapore ; : World Scientific Pub.,, c2013
面頁冊數:	1 online resource (viii, 204 p.) : : ill.
標題:	Finance - Mathematical models.
標題:	Wavelets (Mathematics)
ISBN:	9814397849 (electronic bk.)
ISBN:	9789814397841 (electronic bk.)
書目註:	Includes bibliographical references and index.
摘要、提要註:	This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance.This book is the first to provide a comprehensive application of wavelet analysis to financial markets, covering new frontier issues in empirical finance and economics. The first chapter of th
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/8431#t=toc

An introduction to wavelet theory in finance[electronic resource] :a wavelet multiscale approach /
In, Francis.

An introduction to wavelet theory in financea wavelet multiscale approach /[electronic resource] :Francis In, Sangbae Kim. - Singapore ;World Scientific Pub.,c2013 - 1 online resource (viii, 204 p.) :ill.

Includes bibliographical references and index.

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance.This book is the first to provide a comprehensive application of wavelet analysis to financial markets, covering new frontier issues in empirical finance and economics. The first chapter of th

ISBN: 9814397849 (electronic bk.)Subjects--Topical Terms:

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

336502
Electronic books.

LC Class. No.: HG106 / .I5 2013

Dewey Class. No.: 332.01/5152433

An introduction to wavelet theory in finance[electronic resource] :a wavelet multiscale approach /
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504 $a Includes bibliographical references and index.
520 $a This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance.This book is the first to provide a comprehensive application of wavelet analysis to financial markets, covering new frontier issues in empirical finance and economics. The first chapter of th
588 $a Description based on print version record.
650 0 $a Finance $x Mathematical models. $3 342179
650 0 $a Wavelets (Mathematics) $3 393849
655 0 $a Electronic books. $2 local $3 336502
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