Wavelet theory and its applications in economics and finance
Wavelets orthogonally decompose data into different frequency components, and the temporal and frequency information of the data could be studied simultaneously. This analysis belongs within local nature analysis. Wavelets are therefore useful for managing time-varying characteristics found in most...
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University of Leicester
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.647125 |