Wavelet Applications in Economics and Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Gallegati, Marco (Editor), Semmler, Willi (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: Dynamic Modeling and Econometrics in Economics and Finance, 20
• Subjects: Finance.; Statistical physics.; Sociophysics.; Econophysics.; Statistics.; Economic theory.; Econometrics.; Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Socio- and Econophysics, Population and Evolutionary Models.; Finance, general.; Nonlinear Dynamics.

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,...