An Introduction to Wavelets and Other Filtering Methods i...
Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada) / Selcuk, Faruk (Bilkent University, Ankara, Turkey) / Whitcher, Brandon J. (National Center for Atmospheric Research, Boulder, Colorado, U.S.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...