[下载]An Introduction to Wavelets and Other Filtering Methods in Finance and Econo

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Editoral Review
"There are many books on linear filters and wavelets, but there is only one book, Gençay, Selçuk, and Whitcher, that provides an introduction to the field for economists and financial analysts and the motivation to study the subject.....[it] contains many practical economic and financial examples that will stimulate academic and professional research for years to come...a most welcome addition to the wavelet literature."
James B. Ramsey, Professor of Economics, New York University, USA

"...particularly recommended for any time series econometrician wanting to keep up to date".
Clive W. Granger, Professor of Economics, University of California, San Diego, USA

"This timely volume will be of interest to anyone who wants to understand the latest technology for analyzing economic and financial time series. The authors are to be commended for their clear and comprehensive presentation of a fascinating and powerful approach to time-series analysis".
Halbert White, University of California, San Diego, USA

进一步的信息（如目录）请参考http://www.amazon.com/gp/reader/0122796705/ref=sib_dp_pt/103-9428833-1385414#reader-link。

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2008-1-5 21:30:00 上传

[下载]An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
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关键词：introduction troduction Filtering Wavelets Methods Finance Methods Economics introduction Filtering