LEADER 00000cam a2200661Ia 4500
001 ocn213298471
003 OCoLC
005 20160527041556.6
006 m o d
007 cr cnu---unuuu
008 080310s2002 caua ob 001 0 eng d
019 646827644|a901691177
020 9780122796708|q(electronic book)
020 0122796705|q(electronic book)
020 9780080509228|q(electronic book)
020 0080509223|q(electronic book)
035 (OCoLC)213298471|z(OCoLC)646827644|z(OCoLC)901691177
037 CL0500000548|bSafari Books Online
040 OPELS|beng|epn|cOPELS|dOPELS|dN$T|dOCLCQ|dADU|dEBLCP
|dIDEBK|dOCLCQ|dOPELS|dE7B|dOCLCQ|dOCLCF|dOCLCQ|dUMI
|dYDXCP|dOCLCQ
049 RIDW
050 4 HG106|b.G46 2002eb
072 7 BUS|x069030|2bisacsh
082 04 330.01/5152433|222
090 HG106|b.G46 2002eb
100 1 Gençay, Ramazan.|0https://id.loc.gov/authorities/names/
n2001085380
245 13 An introduction to wavelets and other filtering methods in
finance and economics /|cRamazan Gençay, Faruk Selçuk,
Brandon Whitcher.
264 1 San Diego, Calif. :|bAcademic Press,|c[2002]
264 4 |c©2002
300 1 online resource (xxii, 359 pages) :|billustrations
336 text|btxt|2rdacontent
337 computer|bc|2rdamedia
338 online resource|bcr|2rdacarrier
340 |gpolychrome|2rdacc
347 text file|2rdaft
504 Includes bibliographical references (pages 323-348) and
index.
505 0 Preface -- Introduction -- Linear filters -- Optimum
linear estimation -- Discrete wavelet transforms --
Wavelets and stationary processes -- Wavelet denoising --
Wavelets for variance-covariance estimation -- Artificial
neural networks.
520 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.
588 0 Print version record.
590 eBooks on EBSCOhost|bEBSCO eBook Subscription Academic
Collection - North America
650 0 Finance|xMathematical models.|0https://id.loc.gov/
authorities/subjects/sh85048260
650 0 Economics|xMathematical models.|0https://id.loc.gov/
authorities/subjects/sh85040857
650 0 Wavelets (Mathematics)|0https://id.loc.gov/authorities/
subjects/sh91006163
650 0 Econometrics.|0https://id.loc.gov/authorities/subjects/
sh85040763
650 7 Finance|xMathematical models.|2fast|0https://
id.worldcat.org/fast/924398
650 7 Economics|xMathematical models.|2fast|0https://
id.worldcat.org/fast/902155
650 7 Wavelets (Mathematics)|2fast|0https://id.worldcat.org/fast
/1172896
650 7 Econometrics.|2fast|0https://id.worldcat.org/fast/901574
655 4 Electronic books.
700 1 Selçuk, Faruk.|0https://id.loc.gov/authorities/names/
nr98007563
700 1 Whitcher, Brandon.|0https://id.loc.gov/authorities/names/
n2001085381
776 08 |iPrint version:|aGençay, Ramazan.|tIntroduction to
wavelets and other filtering methods in finance and
economics.|dSan Diego, Calif. : Academic Press, ©2002
|z9780122796708|w(DLC) 2001094298|w(OCoLC)48241811
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
search.ebscohost.com/login.aspx?direct=true&scope=site&
db=nlebk&AN=297032|zOnline eBook. Access restricted to
current Rider University students, faculty, and staff.
856 42 |3Instructions for reading/downloading this eBook|uhttp://
guides.rider.edu/ebooks/ebsco
901 MARCIVE 20231220
948 |d201606016|cEBSCO|tebscoebooksacademic|lridw
994 92|bRID
