Editors:
- 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
- Includes supplementary material: sn.pub/extras
Part of the book series: Dynamic Modeling and Econometrics in Economics and Finance (DMEF, volume 20)
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Table of contents (11 chapters)
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Front Matter
About this book
Editors and Affiliations
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Faculty of Economics "G. Fuà", Polytechnic University of Marche, Ancona, Italy
Marco Gallegati
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New School for Social Research, The New School University, New York, USA
Willi Semmler
Bibliographic Information
Book Title: Wavelet Applications in Economics and Finance
Editors: Marco Gallegati, Willi Semmler
Series Title: Dynamic Modeling and Econometrics in Economics and Finance
DOI: https://doi.org/10.1007/978-3-319-07061-2
Publisher: Springer Cham
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer International Publishing Switzerland 2014
Hardcover ISBN: 978-3-319-07060-5Published: 20 August 2014
Softcover ISBN: 978-3-319-38299-9Published: 22 September 2016
eBook ISBN: 978-3-319-07061-2Published: 04 August 2014
Series ISSN: 1566-0419
Series E-ISSN: 2363-8370
Edition Number: 1
Number of Pages: XVI, 261
Number of Illustrations: 30 b/w illustrations, 31 illustrations in colour
Topics: Economic Theory/Quantitative Economics/Mathematical Methods, Statistics for Business, Management, Economics, Finance, Insurance, Data-driven Science, Modeling and Theory Building, Finance, general, Econometrics, Applications of Nonlinear Dynamics and Chaos Theory