Wavelet applications in economics and finance

DOI10.1007/978-3-319-07061-2zbMath1298.91029OpenAlexW612713307MaRDI QIDQ464400

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Publication date: 17 October 2014

Published in: Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-07061-2

zbMATH Keywords

waveletsnonlinear processestime-frequency analysisfinancial econometricsdynamic processesbusiness cycle analysis

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Economic time series analysis (91B84) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Numerical methods for wavelets (65T60)

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