Wavelet Applications in Economics and Finance / / edited by Marco Gallegati, Willi Semmler

• Pubblicazione: Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014
• Edizione: 1st ed. 2014.
• Descrizione fisica: 1 online resource (271 p.)
• Disciplina: 330.015195
• Soggetto topico: Economic theory; Statistics ; Sociophysics; Econophysics; Finance; Econometrics; Statistical physics; Economic Theory/Quantitative Economics/Mathematical Methods; Statistics for Business, Management, Economics, Finance, Insurance; Data-driven Science, Modeling and Theory Building; Finance, general; Applications of Nonlinear Dynamics and Chaos Theory
• Persona (resp. second.): GallegatiMarco; SemmlerWilli
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references at the end of each chapters.
• Nota di contenuto: Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis.
• Sommario/riassunto: 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.
• Titolo autorizzato: Wavelet Applications in Economics and Finance
• ISBN: 3-319-07061-4
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910298541003321
• Lo trovi qui: Univ. Federico II
• Serie: Dynamic Modeling and Econometrics in Economics and Finance, . 1566-0419 ; ; 20