Wavelet Applications in Economics and Finance

Marco Gallegati, Willi Semmler (Herausgeber)

Buch | Softcover

XVI, 261 Seiten

2016 | Softcover reprint of the original 1st ed. 2014
Springer International Publishing (Verlag)
978-3-319-38299-9 (ISBN)

Artikel merken

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.

Erscheinungsdatum	03.08.2016
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
Themenwelt	Wirtschaft ► Volkswirtschaftslehre
Schlagworte	business cycle analysis • Data-driven Science, Modeling and Theory Building • Dynamic and nonlinear processes • Econometrics • Economics and finance • Economic Theory/Quantitative Economics/Mathematica • Finance, general • Financial Econometrics • Nonlinear Dynamics • Socio- and Econophysics, Population and Evolutiona • Statistics for Business/Economics/Mathematical Fin • time-frequency analysis • Wavelets
ISBN-10	3-319-38299-3 / 3319382993
ISBN-13	978-3-319-38299-9 / 9783319382999
Zustand	Neuware