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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Author Brandon J. Whitcher , Faruk Selçuk , Ramazan Gençay
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlie....
Release Date 2001/10