|
Books > Business & Economics > Economics > Econometrics > Economic statistics
|
Buy Now
An Introduction to Analysis of Financial Data with R (Hardcover)
Loot Price: R4,413
Discovery Miles 44 130
|
|
|
An Introduction to Analysis of Financial Data with R (Hardcover)
Expected to ship within 10 - 15 working days
|
A complete set of statistical tools for beginning financial
analysts from a leading authority Written by one of the leading
experts on the topic, An Introduction to Analysis of Financial Data
with R explores basic concepts of visualization of financial data.
Through a fundamental balance between theory and applications, the
book supplies readers with an accessible approach to financial
econometric models and their applications to real-world empirical
research. The author supplies a hands-on introduction to the
analysis of financial data using the freely available R software
package and case studies to illustrate actual implementations of
the discussed methods. The book begins with the basics of financial
data, discussing their summary statistics and related visualization
methods. Subsequent chapters explore basic time series analysis and
simple econometric models for business, finance, and economics as
well as related topics including: * Linear time series analysis,
with coverage of exponential smoothing for forecasting and methods
for model comparison * Different approaches to calculating asset
volatility and various volatility models * High-frequency financial
data and simple models for price changes, trading intensity, and
realized volatility * Quantitative methods for risk management,
including value at risk and conditional value at risk * Econometric
and statistical methods for risk assessment based on extreme value
theory and quantile regression Throughout the book, the visual
nature of the topic is showcased through graphical representations
in R, and two detailed case studies demonstrate the relevance of
statistics in finance. A related website features additional data
sets and R scripts so readers can create their own simulations and
test their comprehension of the presented techniques. An
Introduction to Analysis of Financial Data with R is an excellent
book for introductory courses on time series and business
statistics at the upper-undergraduate and graduate level. The book
is also an excellent resource for researchers and practitioners in
the fields of business, finance, and economics who would like to
enhance their understanding of financial data and today's financial
markets.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
(2)
