Wavelets in Economics and Finance: Past and Future

Abstract 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 prev...

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Bibliographic Details
Published in:Studies in Nonlinear Dynamics & Econometrics 2002-11, Vol.6 (3), p.1
Main Author: Ramsey, James B
Format: Article
Language:English
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Summary:Abstract 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. Recommended Citation James B. Ramsey (2002) "Wavelets in Economics and Finance: Past and Future", Studies in Nonlinear Dynamics & Econometrics: Vol. 6: No. 3, Article 1. http://www.bepress.com/snde/vol6/iss3/art1
ISSN:1558-3708
1558-3708
DOI:10.2202/1558-3708.1090