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An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach

Francis In, Sangbae Kim




[PDF.rt83] An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach

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 | #2395695 in eBooks |  2012-09-28 |  2012-09-28 | File type: PDF

||0 of 0 people found the following review helpful.| All in all a good progress report on how wavelets are being applied in ...|By downscote|The intro is standard and restates formulations which are fairly familiar. The applications are interesting and appear to be well done (although more info on the programs used would be welcome). All in all a good progress report on how wavelets are being applied in finance but some more poli|From the Inside Flap|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 i

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 comprehen...

You easily download any file type for your gadget.An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach   |  Francis In, Sangbae Kim. A good, fresh read, highly recommended.

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