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.
Inhoudsopgave
Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.
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Taal Engels ● Formaat PDF ● Pagina’s 261 ● ISBN 9783319070612 ● Bestandsgrootte 8.3 MB ● Editor Marco Gallegati & Willi Semmler ● Uitgeverij Springer International Publishing ● Stad Cham ● Land CH ● Gepubliceerd 2014 ● Downloadbare 24 maanden ● Valuta EUR ● ID 5233249 ● Kopieerbeveiliging Sociale DRM