Wavelet Applications in Economics and Finance
tarafından
Gallegati, Marco. editor.
Başlık
:
Wavelet Applications in Economics and Finance
Yazar
:
Gallegati, Marco. editor.
ISBN
:
9783319070612
Fiziksel Niteleme
:
XVI, 261 p. 61 illus., 31 illus. in color. online resource.
Seri
:
Dynamic Modeling and Econometrics in Economics and Finance, 20
İçindekiler
:
Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis.
Özet
:
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.
Konu Başlığı
:
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.
Nonlinear Dynamics.
Yazar Ek Girişi
:
Gallegati, Marco.
Semmler, Willi.
Ek Kurum Yazar
:
SpringerLink (Online service)
Elektronik Erişim
:
Materyal Türü | Barkod | Yer Numarası | Durumu/İade Tarihi |
---|
Electronic Book | 20935-1001 | HB1 -846.8 | Springer E-Book Collection |