ISBN 3-319-38299-3 (3319382993) / Wavelet Applications in Economics and Finance / Marco Gallegati, Willi Semmler / buchspektrum.de

Wavelet Applications in Economics and Finance

Herausgegeben von Gallegati, Marco; Semmler, Willi
Softcover reprint of the original 1st ed. 2014. 2016. xvi, 261 S. 30 SW-Abb., 31 Farbabb. 235 mm
Verlag/Jahr: SPRINGER, BERLIN; SPRINGER INTERNATIONAL PUBLISHING 2016
ISBN: 3-319-38299-3 (3319382993)
Neue ISBN: 978-3-319-38299-9 (9783319382999)

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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.

Neuerscheinungen 2016

Marco Gallegati, Willi Semmler (Beteiligte)

Wavelet Applications in Economics and Finance