||3 of 3 people found the following review helpful.| More of an introduction to techniques in non-parametric regression|By Scott C. Locklin|Despite the title, I don't find this book particularly useful as a book on wavelets. For one thing, a good fraction of the book is about filters or non-parametric regression in general; probably more than half. Some of the wavelet techniques are useful in finance; I wish more of these techni|||Pre-publication s "The authors present, in a simple fashion, a new class of filters that greatly expands on those previously available, allowing greater flexibility and generating models with time-varying specifications. The book considers familiar techniqu
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 conjunc...
[PDF.uj59] An Introduction to Wavelets and Other Filtering Methods in Finance and Economics Rating: 4.59 (778 Votes)
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