Modeling financial time series with S-plus
Eric Zivot, Jiahui Wang
This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. It is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This edition covers S+FinMetrics 2.0 and includes new chapters.
Categorie:
Anno:
2006
Edizione:
2nd ed
Casa editrice:
Springer
Lingua:
english
Pagine:
1016
ISBN 10:
0387955496
ISBN 13:
9780387955490
Collana:
International Federation for Information Processing (Series), 191
File:
PDF, 9.08 MB
IPFS:
,
english, 2006
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