An introduction to wavelets and other filtering methods in finance and economics

フォーマット:

図書

責任表示:

Ramazan Genc̦ay, Faruk Selc̦uk, Brandon Whitcher

言語:

英語

出版情報:

San Diego : Academic Press, c2002

形態:

xxii, 359 p. : ill. ; 24 cm

著者名:

書誌ID:

BA54235475

ISBN:

9780122796708 [0122796705]

子書誌情報

所蔵情報

タイトルが類似している資料

詳細

主題:	Econometrics; Economics--Mathematical models; Finance--Mathematical models; Wavelets (Mathematics)
分類・件名:	LCC : HG106 DDC : 330/.01/5152433 LCSH : Finance -- Mathematical models LCSH : Economics -- Mathematical models LCSH : Wavelets (Mathematics) LCSH : Econometrics
LCCN:	2001094298
注記:	Bibliography: p. 323-348 Includes index
TTLL:	eng

1

2

3

4

5

6

7

8

9

10

11

12

1 図書 Stochastic methods in economics and finance Malliaris, A. G., Brock, W. A. North-Holland, Distributors for the United States and Canada, Elsevier Science	7 図書 Systems analysis by multilevel methods : with applications to economics and management Dirickx, Yvo M. I., Jennergren, L. Peter (Lars Peter), 1944- J. Wiley
2 図書 Methods of mathematical finance Karatzas, Ioannis, Shreve, Steven E. Springer	8 図書 Multidimensional filter banks and wavelets : research developments and applications Basu, Sankar, 1953-, Levy, Bernard Kluwer Academic
3 図書 An introduction to wavelets Chui, Charles K. Academic Press	9 図書 An introduction to wavelet analysis Walnut, David F. Birkhäuser
4 図書 Wavelets and other orthogonal systems Walter, Gilbert G., Shen, Xiaoping Chapman & Hall/CRC	10 図書 Introduction to Fourier analysis and wavelets Pinsky, Mark A., 1940- Brooks/Cole
5 図書 Introduction to wavelets and wavelet transforms : a primer Burrus, C. S., Gopinath, Ramesh A., Guo, Haitao Prentice Hall	11 図書 A mathematical introduction to wavelets Wojtaszczyk, Przemysław, 1940-, London Mathematical Society Cambridge University Press
6 図書 Introduction to wavelets and wavelet transforms : a primer Burrus, C. S., Gopinath, Ramesh A., Guo, Haitao, Odegard, Jan E., Selesnick, Ivan W. Prentice Hall	12 図書 Wavelet methods in statistics with R Nason, G. P. Springer