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

＜図書＞
An introduction to wavelets and other filtering methods in finance and economics

責任表示	Ramazan Genc̦ay, Faruk Selc̦uk, Brandon Whitcher
データ種別	図書
出版情報	San Diego : Academic Press , c2002
本文言語	英語
大きさ	xxii, 359 p. : ill. ; 24 cm
概要	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 e...phasizes 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 続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	GENC/10/1	2001?		023212001005975		予約・取寄			予約・取寄

一般注記	Bibliography: p. 323-348 Includes index
著者標目	*Genc̦ay, Ramazan Selçuk, Faruk Whitcher, Brandon
件　名	LCSH:Finance -- Mathematical models 全ての件名で検索 LCSH:Economics -- Mathematical models 全ての件名で検索 LCSH:Wavelets (Mathematics) LCSH:Econometrics
分　類	LCC:HG106 DC21:330/.01/5152433
書誌ID	1001389566
ISBN	0122796705
NCID	BA54235475
巻冊次	ISBN:0122796705
登録日	2009.11.02
更新日	2009.11.02