Modeling Financial Time Series with S-PLUS®

Modeling Financial Time Series with S-PLUS®
Author: Eric Zivot
Publisher: Springer Science & Business Media
Total Pages: 998
Release: 2007-10-10
Genre: Business & Economics
ISBN: 0387323481


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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.


Modeling Financial Time Series with S-PLUS®
Language: en
Pages: 998
Authors: Eric Zivot
Categories: Business & Economics
Type: BOOK - Published: 2007-10-10 - Publisher: Springer Science & Business Media

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This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate th
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