ENGLISH

Wavelet Applications in Economics and Finance

By Willi Semmler (eds.) , Marco Gallegati

Book information

Publisher
Springer International Publishing
Year
2014
ISBN
978-3-319-07060-5, 978-3-319-07061-2
DOI
10.1007/978-3-319-07061-2
Language
english
Format
PDF
Filesize
8 MB (8233174 bytes)
Series
Dynamic Modeling and Econometrics in Economics and Finance 20
Edition
1
Pages
261\271
Time added
2014-11-10 20:00:00
Economic Theory; Statistics for Business/EconomicsPopulation and Evolutionary Models; Finance/Invest

Description

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.

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