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.
Tabla de materias
Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.
¡Compre este libro electrónico y obtenga 1 más GRATIS!
Idioma Inglés ● Formato PDF ● Páginas 261 ● ISBN 9783319070612 ● Tamaño de archivo 8.3 MB ● Editor Marco Gallegati & Willi Semmler ● Editorial Springer International Publishing ● Ciudad Cham ● País CH ● Publicado 2014 ● Descargable 24 meses ● Divisa EUR ● ID 5233249 ● Protección de copia DRM social