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Modeling Financial Time Series with S-PLUS (R) by Eric Zivot 9780387279657
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Modeling Financial Time Series with S-PLUS (R) by Eric Zivot 9780387279657

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Description

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. It 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 edition covers S+FinMetrics 2.0 and includes new chapters.

Book Information
ISBN 9780387279657
Author Eric Zivot
Format Paperback
Page Count 998
Imprint Springer-Verlag New York Inc.
Publisher Springer-Verlag New York Inc.
Weight(grams) 3090g

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