Modeling Financial Time Series with S-PLUS (R)

Name: Modeling Financial Time Series with S-PLUS (R)
Brand: Springer-Verlag New York Inc.
SKU: 9780387279657
Price: 115.61 EUR
Availability: InStock

Автор: Eric Zivot, Jiahui Wang

Език:

Корици: С меки корици

Издател: Springer-Verlag New York Inc.

Наличност: Външен склад в ограничено количество

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115.61 € 226.11 лв

The field of financial econometrics has exploded over the last decade. This book represents an integ...

Информация за книгата

Автор

Eric Zivot, Jiahui Wang

Език

Английски език

Корици

Книга - С меки корици

Издадена

2006

страници

998

EAN

9780387279657

ISBN

0387279652

Enbook ID

01381437

Издател

Springer-Verlag New York Inc.

Теглоt

1400

Размери

155 x 232 x 41

Пълно описание

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. §From the reviews of the second edition: §§"It provides theoretical and empirical discussions on exhaustive topics in modern financial econometrics, statistics and time series. it is definitely a good reference book for use in studying and/or researching in modern empirical finance ." (T. S. Wirjanto, Short Book Reviews, Vol. 26 (1), 2006)§"...It is a pleasure to strongly recommend this text, and to include statisticians such as myself among the pleased audience." (Thomas L. Burr for Techommetrics, Vol. 49, No. 1, February 2007)

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