An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Average customer rating: 5 out of 5 stars
  • The Guide
  • Easy to understand!
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Ramazan Gençay , Faruk Selçuk , and Brandon Whitcher
Manufacturer: Academic Press
ProductGroup: Book
Binding: Hardcover

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ASIN: 0122796705

Book Description

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 conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method.

*The first book to present a unified view of filtering techniques

*Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series

*Provides easy access to a wide spectrum of parametric and non-parametric filtering methods

Customer Reviews:

5 out of 5 stars The Guide.......2001-12-24

Various types of non-stationarities are common in time series data from financial markets. This requires a guide for selecting among numerous tools to deal with the non-stationarity. A unified treatment of filters like this book is a great help since it provides a fast and rigorous introduction.

Chapter 2 is on the general linear filtering theory with cleverly designed applications for illustrative purposes. "Optimum Linear Estimation" is the focus of Chapter 3 in which the Wiener Filter and the Kalman Filters among others are studied. Chapter 4 is on Discrete Wavelet Transforms and provides applications like filtering intraday seasonality in FX market and an examination of the relation between money growth and inflation. Long memory processes with seasonal components are analyzed using wavelets in Chapter 5. Denoising of economics and financial time series is the topic of Chapter 6. The decomposition of variance across different frequency bands as well as the cross-covariance between two time-series at different scales is covered in Chapter 7. Finally, Chapter 8 is on artificial neural networks in which both an introduction to the concept and some design issues with appropriate model selection criteria are provided.

Discussison of these relatively advanced topics is very simple and clear without sacrificing important details. Highly recommended.

5 out of 5 stars Easy to understand!.......2001-10-27

The book is a wonderful reference in that it brings together various filtering methods. It is an excellent introduction to the topic, clearly written and easy to understand. The text does not assume a high-level math background. Further, unlike the various books which simply provide the theory but include very few or no applications at all, this book by Gencay, Selcuk, and Whitcher has many applications that help you get the right picture.

International Economics: Payments, Exchange Rates & Macro Policy
Average customer rating: 4 out of 5 stars
  • Concise but not superficial
International Economics: Payments, Exchange Rates & Macro Policy
Dennis R. Appleyard , and Alfred J. Field
Manufacturer: Irwin/McGraw-Hill
ProductGroup: Book
Binding: Paperback

GeneralGeneral | Popular Economics | Business & Investing | Subjects | Books
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ASIN: 0071093222

Book Description

This is a paperback volume taken from the successful hardcover mid-level International Economics textbook. The two paperback volumes are intended for separate quarter or shorter courses in international trade and monetary economics. They could also find use in MBA programs and other departments offering International Economics courses. The preface suggests chapters for one-semester comprehensive course.

Customer Reviews:

4 out of 5 stars Concise but not superficial.......2001-01-26

This is quite concise book but it contains all necessary parts for good understanding of this problematics. I can recommend it as good intro to international economics studies.
International Economics: Payments, Exchange Rates & Macro Policy
Average customer rating: Not rated
    International Economics: Payments, Exchange Rates & Macro Policy
    Alfred J. Field Dennis R. Appleyard
    Manufacturer: Irwin/McGraw-Hill
    ProductGroup: Book
    Binding: Paperback
    ASIN: B000OFN3CS

    A Sociological Evaluation of the Development of the Sociology of Law
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      A Sociological Evaluation of the Development of the Sociology of Law
      Michael J. Irwin
      Manufacturer: Vantage Press
      ProductGroup: Book
      Binding: Hardcover

      GeneralGeneral | Law | Subjects | Books
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      ASIN: 053306824X

      Egg and Eggshell Quality
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        Egg and Eggshell Quality
        Sally E. Solomon
        Manufacturer: Iowa State Press
        ProductGroup: Book
        Binding: Paperback

        GeneralGeneral | Animals | Biological Sciences | Science | Subjects | Books
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        Food ScienceFood Science | Agricultural Sciences | Science | Subjects | Books
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        PoultryPoultry | Animal Husbandry | Agricultural Sciences | Professional Science | Professional & Technical | Subjects | Books
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        ASIN: 0813828279
        The effect of heavy metal exposure on egg size, eggshell thickness and the number of spermatozoa in blue tit Parus caeruleus eggs [An article from: Environmental Pollution]
        Average customer rating: Not rated
          The effect of heavy metal exposure on egg size, eggshell thickness and the number of spermatozoa in blue tit Parus caeruleus eggs [An article from: Environmental Pollution]
          T. Dauwe , E. Janssens , B. Kempenaers , and M. Eens
          Manufacturer: Elsevier
          ProductGroup: Book
          Binding: Digital

          ElsevierElsevier | By Publisher | e-Docs | Formats | Books
          ASIN: B000RR0EYS

          Book Description

          This digital document is a journal article from Environmental Pollution, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

          Description:
          In this study we compared the egg size, the eggshell thickness and the number of spermatozoa trapped on the perivitelline layer of the eggs in three blue tit (Parus caeruleus) populations across a heavy metal pollution gradient. No significant differences were observed in egg characteristics among study sites. Eggs from the two most polluted sites however, had significantly less spermatozoa on the perivitelline layer than eggs from the least polluted site. Our results suggest a significant effect of pollution on blue tit sperm concentrations in the infundibulum. Determining the number of spermatozoa on the egg membranes is relatively cheap and straightforward, which renders this technique a new and useful tool in biomonitoring.
          Egg shell quality and microstructure as affected by vitamin C, other feed additives and high environmental temperatures (Mededelingen Landbouwhogeschool)
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            Egg shell quality and microstructure as affected by vitamin C, other feed additives and high environmental temperatures (Mededelingen Landbouwhogeschool)
            A. R el-Boushy
            Manufacturer: Veenman
            ProductGroup: Book
            Binding: Unknown Binding

            ShellShell | Unix | Operating Systems | Computers & Internet | Subjects | Books
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            Factors affecting shell-egg quality (AG)
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              Fred R Tarver
              Manufacturer: N.C. Agricultural Extension Service
              ProductGroup: Book
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              Food ScienceFood Science | Agricultural Sciences | Science | Subjects | Books
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              Factors causing poor pigmentation of brown-shelled eggs (Fact sheet)
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                Factors causing poor pigmentation of brown-shelled eggs (Fact sheet)
                Gary D Butcher
                Manufacturer: University of Florida, Cooperative Extension Service, Institute of Agricultural Sciences
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                Production practices affect eggshell quality (Fact sheet)
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                  Fredrick D Thornberry
                  Manufacturer: Texas Agricultural Extension Service, Texas A & M University System
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                  Food ScienceFood Science | Agricultural Sciences | Science | Subjects | Books
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                  Ebo - Experimental Biology Online Annual 1998
                  Average customer rating: Not rated
                    Ebo - Experimental Biology Online Annual 1998

                    Manufacturer: Springer-Verlag Telos
                    ProductGroup: Book
                    Binding: Hardcover

                    Cell BiologyCell Biology | Biology | Biological Sciences | Science | Subjects | Books
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                    ASIN: 3540654410

                    Book Description

                    This annual and CD-ROM set contains the entire contents of the electronic journal "Experimental Biology Online" from 1998. Libraries and institutions will welcome this archival edition for quick reference.

                    The State of the Planet: Frontiers and Challenges in Geophysics (Geophysical Monograph)
                    Average customer rating: Not rated
                      The State of the Planet: Frontiers and Challenges in Geophysics (Geophysical Monograph)

                      Manufacturer: American Geophysical Union
                      ProductGroup: Book
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                      Simulation and Experiment in Laser Metrology: Proceedings of the International Symposium on Laser Applications in Precision Measurements held in Balatonfüred/Hungary, ... 3-6, 1996 (AKV Series in Optical Metrology)
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                        Simulation and Experiment in Laser Metrology: Proceedings of the International Symposium on Laser Applications in Precision Measurements held in Balatonfüred/Hungary, ... 3-6, 1996 (AKV Series in Optical Metrology)

                        Manufacturer: Wiley-VCH
                        ProductGroup: Book
                        Binding: Hardcover

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                        ASIN: 3527401423

                        Book Description

                        These proceedings document about 45 contributions to the International Symposium on Laser Applications in Precision Measurement held in Balatonfüred/Hungary during June 3-6, 1996. Special emphasis was given to the Combination of Simulation and Experiment in Laser Metrology. International experts provide a survey over a large variety of their latest achievements and developments in this rapidly advancing field. Over the last years, optical measurement techniques like structured illumination, holographic interferometry and tomography were applied more and more in combination with CAE-tools such as CAD and FEM. This combination has found a world of new applications in scientific and industrial branches interested in highly exact but nondestructive and noncontact measurement of technical components.
                        Each of the four sections contains an overview article given by international leading experts. With that the proceedings should be considered to be a state-of-the-art report combining the areas of mathematical modeling of objects, experimental testing under definite stresses, computer-aided evaluation and measuring of objects.

                        Art Around the World: Loo-Loo, Boo, and More Art You Can Do
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                          Art Around the World: Loo-Loo, Boo, and More Art You Can Do
                          Denis Roche
                          Manufacturer: Houghton Mifflin
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                          ASIN: 0395855977

                          Book Description

                          Join Loo-Loo and her dog, Boo, as they travel the globe in search of art projects that you can do - Mexican weaving, Peruvian burial masks, Norwegian Viking helmets, French stained glass, Chinese scrolls, and much more. You won't need to pack much for the trip - all of the projects are explained step by step and require only simple materials that you probably have right at home or in the classroom.
                          Acker Backa Boo!: Games to Say and Play From Around the World
                          Average customer rating: Not rated
                            Acker Backa Boo!: Games to Say and Play From Around the World
                            Opal Dunn
                            Manufacturer: Frances Lincoln
                            ProductGroup: Book
                            Binding: Paperback

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                            ASIN: 1845075153

                            Book Description

                            This fascinating collection of rhymes and games from all over the world helps children develop socially and emotionally while having fun. The games are favorites from the United States, Europe, Asia, and Africa, and reflect the similarities and differences of how children play. Grouped according to type — for instance, "Easy Peasy Games" and "You're It!" — each includes clear instructions for parents, teachers, and caregivers on how to demonstrate the games and how to manage children's play effectively. Susan Winter’s charming illustrations, featuring an international cast of characters, capture all the joyful spirit of children at play.
                            Acka Backa Boo!: Playground Games from Around the World
                            Average customer rating: 5 out of 5 stars
                            • Hooray for Acka Backa
                            Acka Backa Boo!: Playground Games from Around the World
                            Opal Dunn
                            Manufacturer: Henry Holt and Co. (BYR)
                            ProductGroup: Book
                            Binding: Hardcover

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                            ASIN: 0805064249

                            Book Description

                            From an expert in children's language development, a handsome collection of the games children play around the world. Children love games. Learning to play games helps children grow and thrive, boosting language development and showing them how to cooperate and take turns. Games improve a child's physical coordination and offer a gentle lesson about winning and losing. Language specialist Opal Dunn has brought together a fascinating selection of games from the United States, Europe, Asia and Africa. These are grouped according to type (for instance, "Easy Peasy Games" and "You're It!"), and include instruction for parents, teachers and caregivers on how to demonstrate the games and how to manage children's play effectively. Charming illustrations, featuring an international cast of characters, capture all the joyful spirit of play.

                            Customer Reviews:

                            5 out of 5 stars Hooray for Acka Backa.......2001-04-27

                            This is a great book to celebrate diversity and engage children's interest. We been using this book in a theme unit and getting a strong response from kids. It's very nice to have more than Western culture and languages.
                            The Principle Behind The World Peace Prayer Movement -Sekai Heiwa no Inori no Undo Seishin: a bilingual boo????
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                              The Principle Behind The World Peace Prayer Movement -Sekai Heiwa no Inori no Undo Seishin: a bilingual boo????
                              Masahisa Goi
                              Manufacturer: Byakko Press
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                              ASIN: 4892141585
                              Release Date: 2004-04-20

                              Book Description

                              A bilingual book in Japanese and English: This classic work discusses the importance of each person's thought vibrations in determining the future of that person and humanity on earth. A simple prayer method is introduced, based on the words "May peace prevail on earth."
                              Across the Rhine: World War II
                              Average customer rating: Not rated
                                Across the Rhine: World War II
                                Jr., Franklin M. ; Editors of Time Life Boo Davis
                                Manufacturer: Time-Life Books
                                ProductGroup: Book
                                Binding: Hardcover
                                ASIN: B000L3AWJK
                                China Management Handbook: The Comprehensive Question and Answer Guide to the World's Most Important Emerging Market
                                Average customer rating: Not rated
                                  China Management Handbook: The Comprehensive Question and Answer Guide to the World's Most Important Emerging Market
                                  Frank Sieren , Englebert Boos , and Christine Boos
                                  Manufacturer: Palgrave Macmillan
                                  ProductGroup: Book
                                  Binding: Hardcover

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                                  ASIN: 1403900248

                                  Book Description

                                  With China's accession to the WTO in Spring 2002 it is essential that Western investors and business people get an effective 'tool kit' which enables them to succeed in the highly competitive Chinese market and to deal with the issues and changes that the WTO will bring. As a guide for western investors this book gives the answer to the 100 most crucial questions on operating or restructuring business in China. The question and answer format allows the reader to select information quickly for a specific situation.
                                  Paradoxes of Mahathirism: An Intellectual Biography of Mahathir Mohamad
                                  Average customer rating: Not rated
                                    Paradoxes of Mahathirism: An Intellectual Biography of Mahathir Mohamad
                                    Khoo Boo Teik
                                    Manufacturer: Oxford University Press, USA
                                    ProductGroup: Book
                                    Binding: Paperback

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                                    ASIN: 9676530948

                                    Book Description

                                    Dr. Mahathir Mohamad, Prime Minister of Malaysia since 1981, is one of Asia's most successful politicians. Once feared by some as an ideologue of state intervention to restructure Malaysian society, Mahathir is now admired by many for his vision of industrializing his nation into Asia's 'fifth
                                    tiger.'
                                    Paradoxes of Mahathirism is the first full-length scholarly examination of the enigma of Mahathir. As a study of political ideology, it explores Mahathir's ideas on nationalism, capitalism, Islam, populism, and authoritarianism--the core of Mahathirism. Within the context of Malaysia's recent
                                    political history, it charts the evolution of Mahathir's complex world-view to reveal paradoxes, alternating patterns of consistency and contradiction, which help us understand his politics, policies, and personality.
                                    Story of the Sea
                                    Average customer rating: Not rated
                                      Story of the Sea
                                      Childcraft-World Boo
                                      Manufacturer: World Book Co
                                      ProductGroup: Book
                                      Binding: Hardcover

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                                      The Unicorn: An Historical Fantasy
                                      Average customer rating: Not rated
                                        The Unicorn: An Historical Fantasy
                                        John Boos
                                        Manufacturer: American Literary Press
                                        ProductGroup: Book
                                        Binding: Paperback

                                        GeneralGeneral | World | History | Subjects | Books
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                                        ASIN: 1561678910

                                        Product Description

                                        The Unicorn has existed in the imaginations of men, women, and children for centuries. Author John Boos brings this magical creature to life as a timeless observer of world history and the keeper of memory in "The Unicorn, An Historical Fantasy." In this unique exploration that encompasses the history of the earth, "Uni" the unicorn is the sole witness to all that transpires in the world - destined to record events through time, yet remaining a neutral observer to all that he sees.
                                        World of Boo
                                        Average customer rating: 5 out of 5 stars
                                        • Have you ever wondered if stuffed animals could talk?
                                        • Find Your Inner Child Through the World of Boo
                                        World of Boo
                                        Duane K. Maddy
                                        Manufacturer: Writers Club Press
                                        ProductGroup: Book
                                        Binding: Paperback

                                        ComicComic | General | Literature & Fiction | Subjects | Books
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                                        All 4-for-3 DealsAll 4-for-3 Deals | 4-for-3 Books Store | Stores | Books
                                        ASIN: 0595220312

                                        Book Description

                                        Discover the World of Boo and explore the lives and personalities of the charachters created through the wit and wisdom of one man's adventures in this world.

                                        Download Description

                                        Discover the World of Boo and explore the lives and personalities of the charachters created through the wit and wisdom of one man's adventures in this world.

                                        Customer Reviews:

                                        5 out of 5 stars Have you ever wondered if stuffed animals could talk?.......2002-08-18

                                        When you were little did you ever wonder if your stuffed animals could talk? I always did and I guess I wasn't alone. "The World of Boo" is about the life our stuffed animals lead when we're not around. Author Duane Maddy brings a whole house full of stuffed animals to life in his character sketches of the different animals that inhabit his home. Each of his animals, some from childhood like Yellow Boo, some collected later on like Mugwort Neepy, have unique personalities and even interact with the other characters who inhabit the house. I liked this book because the author isn't afraid to reveal what his characters are thinking. Just like humans, some of the animals are helpful and nice to their shelfmates, while others are self-serving and always looking out for number one. I also liked how each character is accompanied by his or her photo. It's amazing that one person could have this many stuffed animals in his collection and still give each one a individual and distinct personality. If you've ever truly thought that your stuffed animals could think on their own, this book is for you. Finally, a grownup has captured on paper what many of us hoped all along - that our floppy-eared friends have a secret life all their own.

                                        5 out of 5 stars Find Your Inner Child Through the World of Boo.......2002-08-07

                                        Did you have stuffed animals as a kid? If so, you'll enjoy this book. All the stuffed animals the author has collected over the years come to life in his character descriptions. As you read, you'll find yourself laughing, while thinking of the people that these beasts represent. One of my favorite characters is Purple Boo....who died in a tragic washing machine accident during a "reconstruction attempt." Ever try that one???

                                        I think this is a great book as a conversation piece on a coffee table, or a gift for a friend. I highly recommend it.

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