Introduction to Wavelet Theory in Finance, An: A Wavelet Multiscale Approach

ISBN-13: 9789814397834 / Angielski / Twarda / 2012 / 212 str.

Francis In; Sangbae Kim

Opis

Provides a comprehensive application of wavelet analysis to financial markets, covering frontier issues in empirical finance and economics. After an overview of wavelet analysis, this book includes chapters that examine the various economic and financial topics and issues that stimulate academic and professional research.