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Wavelet Applications in Economics and Finance

Marco Gallegati, Willi Semmler (Herausgeber)

Buch | Hardcover

XVI, 261 Seiten

2014
Springer International Publishing (Verlag)
978-3-319-07060-5 (ISBN)

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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.

Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.

Erscheint lt. Verlag	20.8.2014
Reihe/Serie	Dynamic Modeling and Econometrics in Economics and Finance
Zusatzinfo	XVI, 261 p. 61 illus., 31 illus. in color.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Gewicht	563 g
Themenwelt	Mathematik / Informatik ► Mathematik
	Sozialwissenschaften ► Soziologie
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
Schlagworte	business cycle analysis • Data-driven Science, Modeling and Theory Building • Dynamic and nonlinear processes • Financial Econometrics • time-frequency analysis • Wavelets
ISBN-10	3-319-07060-6 / 3319070606
ISBN-13	978-3-319-07060-5 / 9783319070605
Zustand	Neuware