PREFACE

This book presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It is designed for those who might be starting research in these areas as well as for those who are interested in appreciating some of the statistical theory that underlies parametric and nonparametric filtering methods. The targeted audience includes finance professionals; research professionals in the public and private sector; those taking graduate courses in finance, economics, econometrics, statistics, and time series analysis; advanced MBA students; and students in other applied sciences, such as engineering, physics, medicine, biology and oceanography. Regardless of one’s profession, this book assumes a ...

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