Introduction to Wavelet Theory in Finance : A Wavelet Multiscale Approach, Ha...

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Condition	Brand New
Book Title	Introduction to Wavelet Theory in Finance : A Wavelet Multiscale
ISBN	9789814397834
Publication Year	2012
Type	Textbook
Format	Hardcover
Language	English
Subject Area	Mathematics, Business & Economics
Publication Name	Introduction to Wavelet Theory in Finance : a Wavelet Multiscale Approach
Author	Francis
Publisher	World Industries Scientific Publishing Co Pte LTD
Subject	Finance / General, Econometrics, Applied, Mathematical Analysis
Number of Pages	300 Pages

Introduction to Wavelet Theory in Finance : A Wavelet Multiscale Approach, Hardcover by In, Francis; Kim, Sangbae, ISBN 9814397830, ISBN-13 9789814397834, Brand New, Free shipping in the USWavelet analysis has only recently been used in finance, and In (Monash U., Australia) and Kim (Kyungpook National U., Korea) explain how it must accommodate the wide disparity in investment horizons among stock market players. Their topics include a new approach to multiscale hedge ratio between stock and futures markets that uses wavelet analysis and high frequency data, wavelet analysis of long memory in rates and volatilities of London Interbank Offer Rate, new evidence from wavelet analysis on the relationship between stock returns and risk factors, whether risk factors can explain the cross-section of average stock returns in the long run, and mutual fund performance and investment horizon. Annotation ©2013 Book News, Inc., Portland, OR ()

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