Wavelet Applications in Economics and Finance

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,...

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Corporate Author: SpringerLink (Online service)
Other Authors: Gallegati, Marco (Editor), Semmler, Willi (Editor)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2014, 2014
Edition:1st ed. 2014
Series:Dynamic Modeling and Econometrics in Economics and Finance
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Summary: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
Physical Description:XVI, 261 p. 61 illus., 31 illus. in color online resource
ISBN:9783319070612