Modeling Financial Time Series with S-PLUS®

• Κύριοι συγγραφείς: Zivot, Eric (Συγγραφέας), Wang, Jiahui (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2006.
• Έκδοση: Second Edition.
• Θέματα: Statistics.; Economics, Mathematical.; Econometrics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistics and Computing/Statistics Programs.; Quantitative Finance.

The field of financial econometrics has exploded over the last decade. 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. This is the first book to show...