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.
Inhaltsverzeichnis
Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.
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Sprache Englisch ● Format PDF ● Seiten 261 ● ISBN 9783319070612 ● Dateigröße 8.3 MB ● Herausgeber Marco Gallegati & Willi Semmler ● Verlag Springer International Publishing ● Ort Cham ● Land CH ● Erscheinungsjahr 2014 ● herunterladbar 24 Monate ● Währung EUR ● ID 5233249 ● Kopierschutz Soziales DRM