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Wavelets in economics and finance: past and future. (English) Zbl 1080.91570

Summary: 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.

MSC:

91B99 Mathematical economics
42C40 Nontrigonometric harmonic analysis involving wavelets and other special systems
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