An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach by Francis In and Sangbae Kim
English | 2012 | ISBN: 9814397830 | ISBN-13: 9789814397834 | 212 pages | PDF | 1,4 MB
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.