An introduction to wavelets and other filtering methods in finance and economics

An introduction to wavelets and other filtering methods in finance and economics

Bibliographic Details
Main Author: Gencay, Ramazan
Other Authors: Selcuk, Faruk, Whitcher, Brandon
Format: Book
Language:English
Published: San Diego Academic Press c2002.
Subjects:
Finance > Mathematical models.
Economics > Mathematical models.
Wavelets (Mathematics).
Econometrics.