bookElsevier eBooksJan 1, 2002Closed access

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

RGRamazan GençayFSFaruk Selçuk∥BWBrandon Whitcher
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Abstract

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Citation impact

1,099
total citations
FWCI
23.17
Percentile
100%
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0
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Wavelet
  • Legendre wavelet
  • Discrete wavelet transform
  • Covariance
  • Mathematics
  • Computer science
  • Noise reduction
  • Econometrics
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