An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 在线电子书 图书标签: 金融 数学 统计 经济学 数据分析
发表于2024-11-24
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
signal processing cope with the introduction to high frequency finance
评分signal processing cope with the introduction to high frequency finance
评分signal processing cope with the introduction to high frequency finance
评分signal processing cope with the introduction to high frequency finance
评分signal processing cope with the introduction to high frequency finance
"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 wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. This is the first book to present a unified view of filtering techniques. It concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series. It provides easy access to a wide spectrum of parametric and non-parametric filtering methods.
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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024