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Wavelet Applications in Economics and Finance

Overview of attention for book
Cover of 'Wavelet Applications in Economics and Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Functional Representation, Approximation, Bases and Wavelets
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    Chapter 2 Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US
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    Chapter 3 The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand
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    Chapter 4 Nonlinear Dynamics and Wavelets for Business Cycle Analysis
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    Chapter 5 Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility
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    Chapter 6 Wavelet Analysis and the Forward Premium Anomaly
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    Chapter 7 Oil Shocks and the Euro as an Optimum Currency Area
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    Chapter 8 Wavelet-Based Correlation Analysis of the Key Traded Assets
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    Chapter 9 Forecasting via Wavelet Denoising: The Random Signal Case
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    Chapter 10 Short and Long Term Growth Effects of Financial Crises
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    Chapter 11 Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach
Attention for Chapter 5: Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility
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