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.
Spis treści
Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.
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Język Angielski ● Format PDF ● Strony 261 ● ISBN 9783319070612 ● Rozmiar pliku 8.3 MB ● Redaktor Marco Gallegati & Willi Semmler ● Wydawca Springer International Publishing ● Miasto Cham ● Kraj CH ● Opublikowany 2014 ● Do pobrania 24 miesięcy ● Waluta EUR ● ID 5233249 ● Ochrona przed kopiowaniem Społeczny DRM