书目名称 | Wavelet Applications in Economics and Finance |
编辑 | Marco Gallegati,Willi Semmler |
视频video | |
概述 | 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 deco |
丛书名称 | Dynamic Modeling and Econometrics in Economics and Finance |
图书封面 |  |
描述 | 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. |
出版日期 | Book 2014 |
关键词 | Business cycle analysis; Dynamic and nonlinear processes; Financial econometrics; Time-frequency analys |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-07061-2 |
isbn_softcover | 978-3-319-38299-9 |
isbn_ebook | 978-3-319-07061-2Series ISSN 1566-0419 Series E-ISSN 2363-8370 |
issn_series | 1566-0419 |
copyright | Springer International Publishing Switzerland 2014 |