Sangbae Kim: 1 book

Book cover of An Introduction to Wavelet Theory in Finance

An Introduction to Wavelet Theory in Finance

A Wavelet Multiscale Approach

by Francis In, Sangbae Kim
Language: English
Release Date: September 28, 2012

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis — including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation — in a unified and friendly manner. It aims to bridge...
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