Wavelet Applications in Economics and Finance

edited by Marco Gallegati, Willi Semmler

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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Year of publication:	2014
Authors:	Gallegati, Marco
Other Persons:	Semmler, Willi (ed.)
Publisher:	Cham : Springer International Publishing
Subject:	Modellierung \| Scientific modelling \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Ökonometrie \| Wavelet
Description of contents:	Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis. Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

Extent:	Online-Ressource (XVI, 261 p. 61 illus., 31 illus. in color, online resource)
Series:	Dynamic Modeling and Econometrics in Economics and Finance ; 20 SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based upon print version of record MacroeconomicsVolatility and Asset Prices -- Forecasting and Spectral Analysis.
ISBN:	978-3-319-07061-2 ; 978-3-319-07060-5
Other identifiers:	10.1007/978-3-319-07061-2 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014021057