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

Gencay, Ramazan

An introduction to wavelets and other filtering methods in finance and economics / Ramazan Gencay, Faruk Selcuk, Brandon Whitcher - San Diego, Calif. : Academic Press, 2002 - xxii, 359 p. : ill. ; 24 cm.

Includes bibliographical references (p. 323-348) and index

ISBN: 0122796705 RM341.50

Subjects--Topical Terms:
Finance--Mathematical models
Economics--Mathematical models
Wavelets
Econometrics

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

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