Introduction to wavelet theory in finance, an: a wavelet multiscale approach
Auteur :
In, Francis Haeuck / Kim, Sangbae
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814397834
Date de publication :
28 nov. 2012
Langue :
Anglais
Pays d'origine :
Singapour
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.