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.
表中的内容
Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.
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语言 英语 ● 格式 PDF ● 网页 261 ● ISBN 9783319070612 ● 文件大小 8.3 MB ● 编辑 Marco Gallegati & Willi Semmler ● 出版者 Springer International Publishing ● 市 Cham ● 国家 CH ● 发布时间 2014 ● 下载 24 个月 ● 货币 EUR ● ID 5233249 ● 复制保护 社会DRM