LEADER 00000cam a2200577Ia 4500 
001    ocn819379991 
003    OCoLC 
005    20160805111148.4 
006    m     o  d         
007    cr |n||||||||| 
008    121126t20132013si a    ob    001 0 eng d 
020    9789814397841|q(electronic book) 
020    9814397849|q(electronic book) 
020    |z9789814397834|q(hardback) 
020    |z9814397830|q(hardback) 
035    (OCoLC)819379991 
040    YDXCP|beng|epn|cYDXCP|dOCLCO|dN$T|dMHW|dE7B|dDEBSZ|dSTF
       |dIDEBK|dWAU|dOCLCQ|dOCLCF|dCHVBK|dOCLCQ|dNKT 
049    RIDW 
050  4 HG106|b.I5 2013 
072  7 BUS|x027000|2bisacsh 
082 04 332.01/5152433|223 
090    HG106|b.I5 2013 
100 1  In, Francis,|0https://id.loc.gov/authorities/names/
       n94022898|eauthor. 
245 13 An Introduction to Wavelet Theory in Finance :|bA Wavelet 
       Multiscale Approach /|cFrancis In, Sangbae Kim. 
264  1 Singapore ;|aHackensack, NJ :|bWorld Scientific Publishing
       Co. Pte. Ltd.,|c[2013] 
264  4 |c©2013 
300    1 online resource (viii, 204 pages) :|billustrations 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
347    text file|2rdaft 
504    Includes bibliographical references and index. 
505 0  1. Methodology: introduction to wavelet analysis -- 2. 
       Multiscale hedge ratio between the stock and futures 
       markets: a new approach using wavelet analysis and high 
       frequency data -- 3. Modeling the international links 
       between the dollar, euro and yen interest rate swap 
       markets through a multiscaling approach -- 4. Long memory 
       in rates and volatilities of LIBOR: wavelet analysis -- 5.
       Cross-listing and transmission of pricing information of 
       dually-listed stocks: a new approach using wavelet 
       analysis -- 6. On the relationship between stock returns 
       and risk factors: new evidence from wavelet analysis -- 7.
       Can the risk factors explain the cross-section of average 
       stock returns in the long run? -- 8. Multiscale 
       relationships between stock returns and inflations: 
       international evidence -- 9. Mutual fund performance and 
       investment horizon -- 10. A new assessment of US mutual 
       fund returns through a multiscaling approach. 
520    "This book offers an introduction to wavelet theory and 
       provides the essence of wavelet analysis - including 
       Fourier analysis and spectral analysis; the maximum 
       overlap discrete wavelet transform; wavelet variance, 
       covariance, and correlation - in a unified and friendly 
       manner. It aims to bridge the gap between theory and 
       practice by presenting substantial applications of 
       wavelets in economics and finance. This book is the first 
       to provide a comprehensive application of wavelet analysis
       to financial markets, covering new frontier issues in 
       empirical finance and economics. The first chapter of this
       unique text starts with a description of the key features 
       and applications of wavelets. After an overview of wavelet
       analysis, successive chapters rigorously examine the 
       various economic and financial topics and issues that 
       stimulate academic and professional research, including 
       equity, interest swaps, hedges and futures, foreign 
       exchanges, financial asset pricing, and mutual fund 
       markets. This detail-oriented text is descriptive and 
       designed purely for academic researchers and financial 
       practitioners. It assumes no prior knowledge of 
       econometrics and covers important topics such as portfolio
       asset allocation, asset pricing, hedging strategies, new 
       risk measures, and mutual fund performance. Its accessible
       presentation is also suitable for post-graduates in a 
       variety of disciplines - applied economics, financial 
       engineering, international finance, financial econometrics,
       and fund management. To facilitate the subject of wavelets,
       sophisticated proofs and mathematics are avoided as much 
       as possible when applying the wavelet multiscaling method.
       To enhance the reader's understanding in practical 
       applications of the wavelet multiscaling method, this book
       provides sample programming instruction backed by Matlab 
       wavelet code"--Provided by publisher. 
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 Wavelets (Mathematics)|0https://id.loc.gov/authorities/
       subjects/sh91006163 
650  7 Finance|xMathematical models.|2fast|0https://
       id.worldcat.org/fast/924398 
650  7 Wavelets (Mathematics)|2fast|0https://id.worldcat.org/fast
       /1172896 
655  0 Electronic books. 
655  4 Electronic books. 
700 1  Kim, Sangbae,|d1965-|0https://id.loc.gov/authorities/names
       /n2003097098|eauthor. 
776 08 |iPrint version:|aIn, Francis.|tIntroduction to wavelet 
       theory in finance.|dSingapore ; Hackensack, NJ : World 
       Scientific, ©2013|z9789814397834|w(DLC)  2012030894
       |w(OCoLC)779876028 
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
       search.ebscohost.com/login.aspx?direct=true&scope=site&
       db=nlebk&AN=504176|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    |d20161013|cEBSCO|tebscoebooksacademic new |lridw 
994    92|bRID