An Intuitive Guide to Wavelets for Economists
作者： Patrick M. M. Crowley
DOI: 10.2139/SSRN.787564
关键词:
摘要: Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not yet fully entered the economics discipline. In this discussion paper, wavelet analysis is introduced an intuitive manner, existing finance literature that utilizes wavelets explored. Extensive examples of exploratory are given, many using Canadian, US Finnish industrial production data. Finally, potential future applications for also discussed
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