Modeling Financial Time Series with S-PLUS®

• Main Authors: Zivot, Eric (Author), Wang, Jiahui (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Edition: Second Edition.
• Subjects: 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...