Modeling Financial Time Series with S-PLUS®

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Synopsis

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.

Book details

Edition:
2nd ed. 2006
Author:
Eric Zivot, Jiahui Wang
ISBN:
9780387323480
Related ISBNs:
9780387279657
Publisher:
Springer New York
Pages:
N/A
Reading age:
Not specified
Includes images:
No
Date of addition:
2020-12-13
Usage restrictions:
Copyright
Copyright date:
2006
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Business and Finance, Computers and Internet, Mathematics and Statistics, Nonfiction