Modeling Financial Time Series with S-PLUS (R) (Paperback, 2nd ed. 2005. Corr. 2nd printing 2006)

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

Imprint:	Springer-Verlag New York
Country of origin:	United States
Release date:	August 2006
First published:	2006
Authors:	Eric Zivot • Jiahui Wang
Dimensions:	235 x 155 x 41mm (L x W x T)
Format:	Paperback
Pages:	998
Edition:	2nd ed. 2005. Corr. 2nd printing 2006
ISBN-13:	978-0-387-27965-7
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General
LSN:	0-387-27965-2
Barcode:	9780387279657

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