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商品詳細
Wavelet Applications in Economics and Finance. Softcover reprint of the original 1st ed. 2014
・ISBN 978-3-319-38299-9 paper EUR 99.99
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| 著者・編者 | Gallegati, Marco / Semmler, Willi (eds.), |
|---|---|
| シリーズ | (Dynamic Modeling and Econometrics in Economics and Finance) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 261 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A05-9952＞ |
解説
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.