國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

An introduction to wavelets and othe...

Gen�cay, Ramazan.

An introduction to wavelets and other filtering methods in finance and economics

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	An introduction to wavelets and other filtering methods in finance and economicsRamazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
作者:	Gen�cay, Ramazan.
其他作者:	Whitcher, Brandon.
出版者:	San Diego, Calif. :Academic Press,c2002.
面頁冊數:	xxii, 359 p. :ill. ;24 cm.
標題:	FinanceMathematical models.
電子資源:	An electronic book accessible through the World Wide Web; click for information
電子資源:	http://www.loc.gov/catdir/description/els031/2001094298.html
電子資源:	http://www.loc.gov/catdir/toc/els031/2001094298.html
ISBN:	9780122796708

An introduction to wavelets and other filtering methods in finance and economics
Gen�cay, Ramazan.

An introduction to wavelets and other filtering methods in finance and economics[electronic resource] /Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher. - San Diego, Calif. :Academic Press,c2002. - xxii, 359 p. :ill. ;24 cm.

Includes bibliographical references (p. 323-348) and index.

Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.

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 underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. *The first book to present a unified view of filtering techniques *Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series *Provides easy access to a wide spectrum of parametric and non-parametric filtering methods.

Electronic reproduction.
Amsterdam :
Elsevier Science & Technology,
2008.

Mode of access: World Wide Web.

ISBN: 9780122796708

Source: 89168:89168Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

183782
Finance
--Mathematical models.Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG106 / .G46 2002eb

Dewey Class. No.: 330/.01/5152433

An introduction to wavelets and other filtering methods in finance and economics
LDR:02895cmm 2200349Ia 4500 001 214224
003 OCoLC
005 20090612093507.0
006 m d
007 cr cn|||||||||
008 090907s2002 caua sb 001 0 eng d
020 $a 9780122796708
020 $a 0122796705
029 1 $a NZ1 $b 12541456
029 1 $a AU@ $b 000043178575
035 $a (OCoLC)213298471
035 $a ocn213298471
037 $a 89168:89168 $b Elsevier Science & Technology $n http://www.sciencedirect.com
040 $a OPELS $c OPELS $d OPELS
049 $a TEFA
050 1 4 $a HG106 $b .G46 2002eb
082 0 4 $a 330/.01/5152433 $2 22
100 1 $a Gen�cay, Ramazan. $3 340246
245 1 3 $a An introduction to wavelets and other filtering methods in finance and economics $h [electronic resource] / $c Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
260 $a San Diego, Calif. : $c c2002. $b Academic Press,
300 $a xxii, 359 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references (p. 323-348) and index.
505 0 $a Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.
520 $a 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 underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. *The first book to present a unified view of filtering techniques *Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series *Provides easy access to a wide spectrum of parametric and non-parametric filtering methods.
533 $a Electronic reproduction. $b Amsterdam : $c Elsevier Science & Technology, $d 2008. $n Mode of access: World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Mar. 10, 2008). $n Access may be restricted to users at subscribing institutions.
650 0 $a Finance $x Mathematical models. $3 183782
650 0 $a Economics $x Mathematical models. $3 182938
650 0 $a Wavelets (Mathematics) $3 182734
650 0 $a Econometrics. $3 182271
650 6 $a Finances $x Mod�eles math�ematiques. $3 340247
650 6 $a �Economie politique $x Mod�eles math�ematiques. $3 340248
650 6 $a Ondelettes. $3 340249
650 6 $a �Econom�etrie. $3 313243
650 1 7 $a Wavelets. $2 gtt $3 340250
650 1 7 $a Econometrische modellen. $2 gtt $3 340251
650 1 7 $a Tijdreeksen. $2 gtt $3 258673
650 1 7 $a Stochastische filters. $2 gtt $3 340252
655 7 $a Electronic books. $2 local. $3 214472
700 1 $a Whitcher, Brandon. $3 230076
700 1 $a Sel�cuk, Faruk. $3 340245
710 2 $a ScienceDirect (Online service) $3 307425
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780122796708 $z An electronic book accessible through the World Wide Web; click for information
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/description/els031/2001094298.html
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/els031/2001094298.html
994 $a C0 $b TEF

筆 0 讀者評論

館藏

1 筆 • 頁數 1 •
1

附件

000000028782

電子館藏

1圖書

電子書

EB HG106 G324 2002

一般使用(Normal)

在架

1 筆 • 頁數 1 •
1

多媒體

多媒體檔案
http://www.sciencedirect.com/science/book/9780122796708
http://www.loc.gov/catdir/description/els031/2001094298.html
http://www.loc.gov/catdir/toc/els031/2001094298.html

評論

新增評論分享你的心得

Export

取書館別