Wavelet Applications in Economics and Finance

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.

List of contents

Macroeconomics.- Volatility and Asset Prices.- Forecasting and Spectral Analysis.

Summary

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.

Product details

• Assisted by: Marc Gallegati (Editor), Marco Gallegati (Editor), Semmler (Editor), Semmler (Editor), Willi Semmler (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Hardback
• Released: 22.04.2014
• EAN: 9783319070605
• ISBN: 978-3-31-907060-5
• No. of pages: 261
• Dimensions: 161 mm x 241 mm x 20 mm
• Weight: 532 g
• Illustrations: XVI, 261 p. 61 illus., 31 illus. in color.
• Series: Dynamic Modeling and Econometrics in Economics and Finance; Dynamic Modeling and Econometrics in Economics and Finance
• Subjects: Natural sciences, medicine, IT, technology > Mathematics; Social sciences, law, business > Business > Economics; B, Economics, finance, business & management, Statistics, Finance, Finance, general, Economics and Finance, Economic Theory, Complex systems, Ecological science, the Biosphere, Social research & statistics, Management science, Probability & statistics, Nonlinear science, Quantitative Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Econometrics & economic statistics, Econometrics, Dynamics & statics, Applications of Nonlinear Dynamics and Chaos Theory, Statistical physics, Nonlinear Optics, Econophysics, Sociophysics, Data-driven Science, Modeling and Theory Building