【2014新书】Wavelet Applications in Economics and Finance

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图书名称：Wavelet Applications in Economics and Finance
作者：Marco Gallegati,Willi Semmler
出版社：Springer
页数：271
出版时间：August 5, 2014                          
语言：English
格式：pdf
内容简介：
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 Content

Front Matter   Pages i-xvi

Functional Representation, Approximation,Bases and Wavelets   Pages 1-20

Part one Macroeconomics   Pages 21-21

1、Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US   Pages 23-46

2、The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UKAggregate Demand   Pages 47-71

3、Nonlinear Dynamics and Wavelets for Business Cycle Analysis  Pages 73-100

Part Two Volatility and Asset Prices  Pages 101-101

1、Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility   Pages 103-129

2、Wavelet Analysis andthe Forward Premium Anomaly   Pages131-142

3、Oil Shocks and the Euro as an Optimum Currency Area   Pages143-156

4、Wavelet-Based Correlation Analysis of the Key Traded Assets  Pages 157-183

Part Three  Forecasting and Spectral Analysis  Pages 185-185

1、Forecasting via Wavelet Denoising: The Random Signal Case  Pages 187-225

2、Short and Long Term Growth Effects of Financial Crises  Pages 227-248

3、Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach  Pages 249-261

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关键词：Applications Application Economics Economic Wavelet 2014 English dynamic finance methods

[victory]

352693585 发表于 2014-8-15 13:04

又见面了，谢谢支持了。

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牛尾巴 发表于 2014-8-15 13:02
图书名称：Wavelet Applications in Economics and Finance
作者：Marco Gallegati,Willi Sem ...

就像中学解方程

tigerwolf 发表于 2014-8-15 13:11
大赞牛尾！

谢谢虎兄。

看看！

谢谢