An introduction to wavelet theory in finance a wavelet multiscale approach.

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis — including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation — in a unified and friendly manner. It aims to bridge the...

Full description

Saved in:
Bibliographic Details
Main Authors In, Francis, Kim, Sangbae
Format eBook Book
LanguageEnglish
Published Singapore World Scientific Publishing Co. Pte. Ltd 2012
World Scientific
WORLD SCIENTIFIC
World Scientific Publishing
Subjects
Börsenkurs
Computational Economics
Computational Finance
Econometrics
Finance
Finance > Mathematical models
Financial Markets & Institutions
Game Theory
Investments
Kapitaleinkommen
Mathematical Economics
Mathematical Finance
Money & Banking
Quantitative Finance
Schätzung
Wavelets (Mathematics)
Welt
Zeitreihenanalyse
Zustandsraummodell
Economics
Wavelets
Wavelet Analysis
Multiscaling Method
Finance
Online AccessGet full text
ISBN9814397830
9789814397834
DOI10.1142/8431

Cover

More Information
Summary:This book offers an introduction to wavelet theory and provides the essence of wavelet analysis — including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation — in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance.
Bibliography:Includes index
Bibliography: p. 191-202
ISBN:9814397830
9789814397834
DOI:10.1142/8431