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

by ,

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, ...

Currently there are no copies available. However, our inventory changes frequently. Please check back soon or try Book Fetch.