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Applies wavelet and spectral methods to nonlinear and dynamic processes in economics and finance
Covers a wide range of economic and financial applications
Includes applications of time-frequency decomposition methods
Treats discrete and continuous wavelet transform tools as well as spectral methods
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.