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Licensed Unlicensed Requires Authentication Published by De Gruyter November 21, 2002

Wavelets in Economics and Finance: Past and Future

  • James B. Ramsey

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.

Published Online: 2002-11-21

©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston

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