LEADER 00000cam a2200961 i 4500 001 213298471 003 OCoLC 005 20240129213017.0 006 m o d 007 cr ||||||||||| 008 080310t20022002caua ob 001 0 eng d 015 GBB6H3876|2bnb 016 7 017581984|2Uk 019 646827644|a901691177|a1103260637|a1129350987|a1162535392 020 9780122796708|q(electronic bk.) 020 0122796705|q(electronic bk.) 020 9780080509228|q(electronic bk.) 020 0080509223|q(electronic bk.) 020 1282284797 020 9781282284791 020 9786612284793 020 661228479X 020 |q(alk. paper) 020 |q(alk. paper) 029 1 AU@|b000043178575 029 1 AU@|b000067110675 029 1 CHNEW|b001007436 029 1 DEBBG|bBV042957088 029 1 DEBSZ|b407381287 029 1 DEBSZ|b421940522 029 1 DEBSZ|b43414827X 029 1 NZ1|b12541456 029 1 NZ1|b15189978 029 1 UKMGB|b017581984 029 1 DKDLA|b820120-katalog:9910110093505765 035 (OCoLC)213298471|z(OCoLC)646827644|z(OCoLC)901691177 |z(OCoLC)1103260637|z(OCoLC)1129350987|z(OCoLC)1162535392 037 CL0500000548|bSafari Books Online 040 OPELS|beng|erda|epn|cOPELS|dOPELS|dN$T|dOCLCQ|dADU|dEBLCP |dIDEBK|dOCLCQ|dOPELS|dE7B|dOCLCQ|dOCLCF|dOCLCQ|dUMI |dYDXCP|dOCLCQ|dAGLDB|dOCLCQ|dMUU|dJBG|dU3W|dVTS|dNLE |dUKMGB|dS9I|dSTF|dLEAUB|dOCLCO|dM8D|dVT2|dOCLCQ|dK6U|dVLY |dOCLCQ|dOCLCO|dOCLCQ|dOCLCO 049 INap 082 04 330.01/5152433 082 04 330.01/5152433|222 099 eBook O’Reilly for Public Libraries 100 1 Gençay, Ramazan,|eauthor. 245 13 An introduction to wavelets and other filtering methods in finance and economics /|cRamazan Gençay, Faruk Selçuk, Brandon Whitcher.|h[O'Reilly electronic resource] 264 1 San Diego, Calif. :|bAcademic Press, an imprint of Elsevier,|c[2002] 264 4 |c©2002 300 1 online resource (xxii, 359 pages) :|billustrations 336 text|btxt|2rdacontent 337 computer|bc|2rdamedia 338 online resource|bcr|2rdacarrier 347 data file 504 Includes bibliographical references and index. 505 0 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 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. 546 English. 588 0 Online resource; title from electronic title page (EBSCOhost, viewed March 20, 2018). 590 O'Reilly|bO'Reilly Online Learning: Academic/Public Library Edition 650 0 Finance|xMathematical models. 650 0 Economics|xMathematical models. 650 0 Wavelets (Mathematics) 650 0 Econometrics. 650 6 Finances|xModèles mathématiques. 650 6 Économie politique|xModèles mathématiques. 650 6 Ondelettes. 650 6 Économétrie. 650 7 Econometrics|2fast 650 7 Economics|xMathematical models|2fast 650 7 Finance|xMathematical models|2fast 650 7 Wavelets (Mathematics)|2fast 650 17 Wavelets.|2gtt 650 17 Econometrische modellen.|2gtt 650 17 Tijdreeksen.|2gtt 650 17 Stochastische filters.|2gtt 700 1 Selçuk, Faruk,|eauthor. 700 1 Whitcher, Brandon,|eauthor. 776 08 |iPrint version:|aGençay, Ramazan.|tIntroduction to wavelets and other filtering methods in finance and economics.|dSan Diego, Calif. : Academic Press, ©2002 |z9780122796708|w(DLC) 2001094298|w(OCoLC)48241811 856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https:// learning.oreilly.com/library/view/~/9780122796708/?ar |zAvailable on O'Reilly for Public Libraries 938 ProQuest Ebook Central|bEBLB|nEBL452843 938 ebrary|bEBRY|nebr10329501 938 EBSCOhost|bEBSC|n297032 938 YBP Library Services|bYANK|n3101653 994 92|bJFN