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Introduction to wavelets and other filtering methods in finance and economics

"Gencay, Ramazan"

Introduction to wavelets and other filtering methods in finance and economics - San Diego Academic Press 2002 - "xxii,359p. ;23.5cm."

includes bibliography and index

ISBN: 122796705

Subjects--Topical Terms:
Econometrics
Economics--Mathematical models
Finance--Mathematical models
Wavelets (Mathematics)

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Introduction to wavelets and other filtering methods in finance and economics