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There are no smooth compactly supported (orthonormal) scaling functions,
see Corollary 5.3.3 of Daubechies' "Ten Lectures on Wavelets".

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On p. 3, third line from the bottom, the text refers to "Appendix A".
It should say "Appendix 1", which begins on p. 433.

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On p. 20, find the line following the displayed equation that begins
                      "Fu(n)=...".
This line begins as follows: "The filter coefficients are G(0)=f(1)=...".
This should be changed to "The filter coefficients are f(0)=f(1)=...".

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Some other references:

A First Course in Wavelets with Fourier Analysis,
by Albert Boggess and Francis J. Narcowich,
Prentice-Hall, 2001.

A First Course on Wavelets, by Eugenio Hernandez and Guido Weiss,
CRC Press, Inc., 1996.

Ten Lectures on Wavelets, by Ingrid Daubechies,
Capital City Press, 1992.

Methods of Applied Fourier Analysis, by Jayakumar Ramanathan,
Birkhauser, 1998.

Real and Complex Analysis, by Walter Rudin,
McGraw-Hill Inc., 1974.

Functional Analysis, by Walter Rudin,
McGraw-Hill Inc., 1973.

Essential Results of Functional Analysis, by Robert J. Zimmer,
University of Chicago Press, 1990.