An introduction to wavelets and other filtering methods in finance and economics /

Gençay, Ramazan.

An introduction to wavelets and other filtering methods in finance and economics / Ramazan Gençay, Faruk Selçuk, Brandon Whitcher. - San Diego, Calif. : Academic Press, c2002. - xxii, 359 p. : ill. ; 24 cm.

Includes bibliographical references and index.

0122796705 (alk. paper)

2001094298


Finance--Mathematical models.
Economics--Mathematical models.
Wavelets (Mathematics)
Econometrics.

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