Gencay, Ramazan

An introduction to wavelets and other filtering methods in finance and economics / Ramazan Gencay, Faruk Selcuk, Brandon Whitcher - San Diego, Calif. : Academic Press, 2002 - xxii, 359 p. : ill. ; 24 cm.

Includes bibliographical references (p. 323-348) and index

0122796705 RM341.50


Finance--Mathematical models
Economics--Mathematical models
Wavelets
Econometrics