в корзине 0 шт.


Search:



An Introduction to Wavelets and Other Filtering Methods in Finance and Economics Издательство: Academic Press, 2001 г Твердый переплет, 359 стр ISBN 0122796705 инфо 2911m.

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics Издательство: Academic Press, 2001 г Твердый переплет, 359 стр ISBN 0122796705 инфо 2911m.

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 emphasizesахрзо 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 tбешежhe 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 acбпажрcess to a wide spectrum ofparametric and non-parametric filtering methods Авторы Ramazan Gencay Faruk Selcuk Brandon Whitcher.




Цена: 9602 руб.