Description
Wavelet Applications in Economics and Finance, 2014
Dynamic Modeling and Econometrics in Economics and Finance Series, Vol. 20
Coordinators: Gallegati Marco, Semmler Willi
Language: EnglishSubjects for Wavelet Applications in Economics and Finance:
Publication date: 09-2016
Support: Print on demand
Publication date: 08-2014
261 p. · 15.5x23.5 cm · Hardback
Description
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Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.
Applies wavelet and spectral methods to nonlinear and dynamic processes in economics and finance
Covers a wide range of economic and financial applications
Includes applications of time-frequency decomposition methods
Treats discrete and continuous wavelet transform tools as well as spectral methods
Includes supplementary material: sn.pub/extras