Wavelets in economics and finance: Past and future

被引：0
|
作者：
Ramsey, J [1 ]
机构：
[1] NYU, New York, NY 10003 USA
来源：
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS | 2002年 / 6卷 / 03期
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D O I：
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中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper I review what insights we have gained about economic and financial relationships from the use of wavelets and speculate on what further insights we may gain in the future. Wavelets are treated as a 'lens' that enables the researcher to explore relationships that previously were unobservable.
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页数：29
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