An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

R. Gencay, et al.

”There are many books on linear filters and wavelets, but there is only one book, Gençay, Selçuk, and Whitcher, that provides an introduction to the field for economists and financial analysts and the motivation to study the subjectÂ…..[it] contains many practical economic and financial examples that will stimulate academic and professional research for years to comeÂ…a most welcome addition to the wavelet literature.”James B. Ramsey, Professor of Economics, New York University, USA