Overview
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Table of contents (17 chapters)
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Front Matter
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Back Matter
Keywords
Reviews
"Certainly this book is far more than a software manual to S+FinMetrics and I believe it deserves to be read widely by people with an academic or professional interest in the analysis of financial time series…I consider Modeling Financial Time Series with S-PLUS one of the most useful additions to my bookshelf in recent years." Journal of the American Statistical Association, June 2004
"With Modeling Financial Time Series with S-PLUS, Zivot and Wang deliver an impressive tour de force covering many relevant topics in modern financial econometrics. As the table of contents outlines, the bookincludes anything from modern time series methods to recent advances in risk management, multivariate data analysis as applied to portfolio management, yiled-curve modeling to two detailed chapters on the already classic unvariate and multivariate GARCH-type volatitlity models. The topics are genereally introduced in a succint manner with brief formal discussions complemented by
Authors and Affiliations
Bibliographic Information
Book Title: Modeling Financial Time Series with S-PLUS
Authors: Eric Zivot, Jiahui Wang
DOI: https://doi.org/10.1007/978-0-387-21763-5
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag New York 2003
eBook ISBN: 978-0-387-21763-5
Edition Number: 1
Number of Pages: XIX, 632
Topics: Econometrics, Mathematical Software, Programming Languages, Compilers, Interpreters, Statistics for Business, Management, Economics, Finance, Insurance, Quantitative Finance