The Resource An introduction to wavelets and other filtering methods in finance and economics, Ramazan Gencay, Faruk Selcuk, Brandon Whitcher, (electronic resource/)

An introduction to wavelets and other filtering methods in finance and economics, Ramazan Gencay, Faruk Selcuk, Brandon Whitcher, (electronic resource/)

Label
An introduction to wavelets and other filtering methods in finance and economics
Title
An introduction to wavelets and other filtering methods in finance and economics
Statement of responsibility
Ramazan Gencay, Faruk Selcuk, Brandon Whitcher
Creator
Contributor
Subject
Genre
Language
eng
Summary
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
Cataloging source
OPELS
Dewey number
330.01/5152433
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.G46 2002eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Label
An introduction to wavelets and other filtering methods in finance and economics, Ramazan Gencay, Faruk Selcuk, Brandon Whitcher, (electronic resource/)
Link
http://library.quincycollege.edu:2048/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297032
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 323-348) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks
Control code
ocn213298471
Dimensions
unknown
Extent
1 online resource (access may be restricted)
File format
unknown
Form of item
online
Governing access note
Access restricted to subscribing institution
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
  • eBooks on EBSCOhost
  • eBooks on EBSCOhost
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
Stock number
CL0500000548
Label
An introduction to wavelets and other filtering methods in finance and economics, Ramazan Gencay, Faruk Selcuk, Brandon Whitcher, (electronic resource/)
Link
http://library.quincycollege.edu:2048/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297032
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 323-348) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface -- Introduction -- Linear filters -- Optimum linear estimation -- Discrete wavelet transforms -- Wavelets and stationary processes -- Wavelet denoising -- Wavelets for variance-covariance estimation -- Artificial neural networks
Control code
ocn213298471
Dimensions
unknown
Extent
1 online resource (access may be restricted)
File format
unknown
Form of item
online
Governing access note
Access restricted to subscribing institution
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
  • eBooks on EBSCOhost
  • eBooks on EBSCOhost
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
Stock number
CL0500000548

Library Locations

    • Massasoit Community College Brockton CampusBorrow it
      1 Massasoit Blvd., Brockton, MA, 02301, US
      42.07562679999999 -70.99027629999999
    • Nease Library - Eastern Nazarene College Borrow it
      23 East Elm Ave. , Quincy, MA, 02170, US
      42.271089 -71.012428
    • Quincy College Library Borrow it
      1250 Hancock St. 3rd Fl Rm#347, Quincy, MA, 02169, US
      42.2513682 -70.9962875
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