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Modeling Financial Time Series with S PLUS

13 View(s), published at 2007-10-10, written by Eric Zivot, Jiahui Wang, published by Springer Science & Business Media
Modeling Financial Time Series with S PLUS

Modeling financial time series with s-plusĀ® by 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.... Published date on: 2007-10-10 with total page: 998 pages. Publisher of Modeling Financial Time Series with S-PLUSĀ® is Springer Science & Business Media.

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.

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