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Modeling Financial Time Series with S-PLUS (R) (Paperback, 2nd ed. 2005. Corr. 2nd printing 2006)
Loot Price: R3,392
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Modeling Financial Time Series with S-PLUS (R) (Paperback, 2nd ed. 2005. Corr. 2nd printing 2006)
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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 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 second edition is updated to cover
S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear
regime switching models, continuous-time financial models,
generalized method of moments, semi-nonparametric conditional
density models, and the efficient method of moments.
General
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