A Method of Isolating Sinusoidal Components in Economic Time Series, Illustrated by an Application to Stock Market Price Movement

A Method of Isolating Sinusoidal Components in Economic Time Series, Illustrated by an Application to Stock Market Price Movement
O.W. Blackett, W.P. Wilson

Book Description: University of Michigan, Ann Arbor, MI, 1938. Soft cover. 1st Edition. 8vo - over 7¾ - 9¾" tall. Softcover, Perfect Bound, Brown Card Wrappers with black title to cover and spine, published 1938, Volume VIII in the Michigan Business Studies Series,

Book Condition: Very Good, spine faded and cover edges faded, covers rubbed and lightly soiled, corners bumped, front and back bottom corner creased, internally very clean, pages tanned otherwise no marks,

Contents: Section 1: Introductory Considerations, 2. Bracket Analysis, Stock Market Periodicity, An Example, 4. Calculation Details, 5. Mathematical Notes, The Bracket Equation, Isolation of Components, The Identity Theorem, Periods of Random Series, The Standardization of Variance, A Test of Significance -- end. 58 pp., Extremely Scarce Title.

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