(Mobile library) An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach






 | #2378298 in eBooks |  2012-09-28 |  2012-09-28 | File Name: B009QYISXM

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis — including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation — in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance.

This book is the first to provide a comprehe...


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