Dynamic Modeling and Econometrics in Economics and Finance

Wavelet Applications in Economics and Finance

Editors: Gallegati, Marco, Semmler, Willi (Eds.)

  • 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
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eBook $139.00
price for USA (gross)
  • ISBN 978-3-319-07061-2
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-319-07060-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: August 31, 2016
  • ISBN 978-3-319-38299-9
  • Free shipping for individuals worldwide
About this book

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.

Table of contents (11 chapters)

  • Functional Representation, Approximation, Bases and Wavelets

    Ramsey, James B.

    Pages 1-20

  • Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US

    Gallegati, Marco (et al.)

    Pages 23-46

  • The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand

    Crowley, Patrick M. (et al.)

    Pages 47-71

  • Nonlinear Dynamics and Wavelets for Business Cycle Analysis

    Addo, Peter Martey (et al.)

    Pages 73-100

  • Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility

    Jensen, Mark J. (et al.)

    Pages 103-129

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-319-07061-2
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-319-07060-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: August 31, 2016
  • ISBN 978-3-319-38299-9
  • Free shipping for individuals worldwide
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Bibliographic Information

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
Series Volume
20
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-07061-2
DOI
10.1007/978-3-319-07061-2
Hardcover ISBN
978-3-319-07060-5
Softcover ISBN
978-3-319-38299-9
Series ISSN
1566-0419
Edition Number
1
Number of Pages
XVI, 261
Number of Illustrations and Tables
30 b/w illustrations, 31 illustrations in colour
Topics