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Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce


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1558-3708
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Volume 6, Issue 3

Issues

Wavelets in Economics and Finance: Past and Future

James B. Ramsey
Published Online: 2002-11-21 | DOI: https://doi.org/10.2202/1558-3708.1090

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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Published Online: 2002-11-21


Citation Information: Studies in Nonlinear Dynamics & Econometrics, Volume 6, Issue 3, ISSN (Online) 1558-3708, DOI: https://doi.org/10.2202/1558-3708.1090.

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