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.
Table of Content
Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.
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Language English ● Format PDF ● Pages 261 ● ISBN 9783319070612 ● File size 8.3 MB ● Editor Marco Gallegati & Willi Semmler ● Publisher Springer International Publishing ● City Cham ● Country CH ● Published 2014 ● Downloadable 24 months ● Currency EUR ● ID 5233249 ● Copy protection Social DRM