Introduction to Wavelet Theory in Finance, An: A Wavelet Multiscale Approach

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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, ...

Introduction to Wavelet Theory in Finance, An: A Wavelet Multiscale Approach 2012, World Scientific Publishing Company

ISBN-13: 9789814397834

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