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An introduction to wavelets and other filtering methods in finance and economics

Gençay, Ramazan

An introduction to wavelets and other filtering methods in finance and economics Ramazan Gençay, Faruk Selçuk, Brandon Whitcher - Amsterdam ; Boston Amsterdam ; Boston c2002 - xxii, 359 p. : ill. ; 24 cm

Includes bibliographical references (p. 323-348) and index

ISBN: 9780122796708

ISSN: 2001094298

Subjects--Topical Terms:
Econometrics
Economics - Mathematical models
Finance - Mathematical models
Wavelets (Mathematics)

Dewey Class. No.: 330.015195 GEN

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An introduction to wavelets and other filtering methods in finance and economics

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