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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	An introduction to wavelets and other filtering methods in finance and economics/ Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
Author:	Gen�cay, Ramazan.
other author:	Whitcher, Brandon.
Published:	San Diego, Calif. :Academic Press, : c2002.,
Description:	xxii, 359 p. :ill. ; : 24 cm.;
Subject:	Stochastische filters. -
Online resource:	An electronic book accessible through the World Wide Web; click for information
Online resource:	http://www.loc.gov/catdir/description/els031/2001094298.html
Online resource:	http://www.loc.gov/catdir/toc/els031/2001094298.html
ISBN:	9780122796708

An introduction to wavelets and other filtering methods in finance and economics
Gen�cay, Ramazan.

An introduction to wavelets and other filtering methods in finance and economics[electronic resource] /Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher. - San Diego, Calif. :Academic Press,c2002. - xxii, 359 p. :ill. ;24 cm.

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

Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. *The first book to present a unified view of filtering techniques *Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series *Provides easy access to a wide spectrum of parametric and non-parametric filtering methods.

Electronic reproduction.
Amsterdam :
Elsevier Science & Technology,
2008.

Mode of access: World Wide Web.

ISBN: 9780122796708

Source: 89168:89168Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

654662
Stochastische filters.
Index Terms--Genre/Form:

554714
Electronic books.

LC Class. No.: HG106 / .G46 2002eb

Dewey Class. No.: 330/.01/5152433

An introduction to wavelets and other filtering methods in finance and economics
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100 1 $a Gen�cay, Ramazan. $3 654656
245 1 3 $a An introduction to wavelets and other filtering methods in finance and economics $h [electronic resource] / $c Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
260 $a San Diego, Calif. : $c c2002. $b Academic Press,
300 $a xxii, 359 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references (p. 323-348) and index.
505 0 $a Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.
520 $a An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. *The first book to present a unified view of filtering techniques *Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series *Provides easy access to a wide spectrum of parametric and non-parametric filtering methods.
533 $a Electronic reproduction. $b Amsterdam : $c Elsevier Science & Technology, $d 2008. $n Mode of access: World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Mar. 10, 2008). $n Access may be restricted to users at subscribing institutions.
650 1 7 $a Stochastische filters. $2 gtt $3 654662
650 1 7 $a Tijdreeksen. $2 gtt $3 579844
650 1 7 $a Econometrische modellen. $2 gtt $3 654661
650 1 7 $a Wavelets. $2 gtt $3 654660
650 6 $a �Econom�etrie. $3 580772
650 6 $a Ondelettes. $3 654659
650 6 $a �Economie politique $x Mod�eles math�ematiques. $3 654658
650 6 $a Finances $x Mod�eles math�ematiques. $3 654657
650 0 $a Econometrics. $3 556981
650 0 $a Wavelets (Mathematics) $3 528163
650 0 $a Economics $x Mathematical models. $3 560849
650 0 $a Finance $x Mathematical models. $3 557653
655 7 $a Electronic books. $2 local $3 554714
700 1 $a Whitcher, Brandon. $3 654664
700 1 $a Sel�cuk, Faruk. $3 654663
710 2 $a ScienceDirect (Online service) $3 636041
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780122796708 $z An electronic book accessible through the World Wide Web; click for information
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/description/els031/2001094298.html
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/els031/2001094298.html
994 $a C0 $b TEF