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.
Daftar Isi
Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.
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Bahasa Inggris ● Format PDF ● Halaman 261 ● ISBN 9783319070612 ● Ukuran file 8.3 MB ● Editor Marco Gallegati & Willi Semmler ● Penerbit Springer International Publishing ● Kota Cham ● Negara CH ● Diterbitkan 2014 ● Diunduh 24 bulan ● Mata uang EUR ● ID 5233249 ● Perlindungan salinan DRM sosial