@book{publication-5957, address={San Diego}, author={Gençay, Ramazan and Selçuk, Faruk and Whitcher, Brandon}, doi={10.1016/B978-0-12-279670-8.X5000-9}, isbn={978-0-12-279670-8}, pages=359, publisher={Academic Press}, title={An Introduction to Wavelets and Other Filtering Methods in Finance and Economics}, year=2002, }