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Wavelet Applications in Economics and Finance [electronic resource] / edited by Marco Gallegati, Willi Semmler.

Contributor(s): Gallegati, Marco [editor.] | Semmler, Willi [editor.] | SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Dynamic Modeling and Econometrics in Economics and Finance: 20Publisher: Cham : Springer International Publishing : Imprint: Springer, 2014Description: XVI, 261 p. 61 illus., 31 illus. in color. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783319070612.Subject(s): Finance | Statistical physics | Sociophysics | Econophysics | Statistics | Economic theory | Econometrics | Economics | Economic Theory/Quantitative Economics/Mathematical Methods | Statistics for Business/Economics/Mathematical Finance/Insurance | Socio- and Econophysics, Population and Evolutionary Models | Finance, general | Econometrics | Nonlinear DynamicsAdditional physical formats: Printed edition:: No titleDDC classification: 330.1 Online resources: Click here to access online
Contents:
Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis.
In: Springer eBooksSummary: 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.
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Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis.

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.

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