eBook Modeling Financial Time Series with S-PLUS download
by Jiahui Wang,Eric Zivot
Author: Jiahui Wang,Eric Zivot
Publisher: Springer (September 12, 2003)
ePub: 1444 kb
Fb2: 1915 kb
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Category: Math Sciences
by Eric Zivot (Author), Jiahui Wang (Author). It provides theoretical and empirical discussions on exhaustive topics in modern financial econometrics, statistics and time series.
by Eric Zivot (Author), Jiahui Wang (Author). Thomas L. Burr for Techommetrics, Vol. 49, No. 1, February 2007). This book has a double function.
Authors: Zivot, Eric, Wang, Jiahui. 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. price for USA in USD (gross). 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.
Eric Zivot, Jiahui Wang. in Economics from the University of Washington in 1997. This is the first book to show the power of S-PLUS for the analysis of time series data. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts.
Time Series Regression Modeling. 167. Univariate GARCH Modeling. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching.
More effective time-series analysis and forecasting. November 1995 · Journal of Computational and Applied Mathematics. For this objective, we assume no specialist knowledge, as we start by surveying all those standard ideas of univariate analysis which are needed for the subsequent.
Jiahui Wang, Eric Zivot. Place of Publication.
Описание: Gives an introduction to financial econometric models and their applications to modeling and prediction of financial time series data.
Modeling Financial Time Series with S-PLUS Zivot Eric, Wang Jiahui Springer 9780387955490 : The book is unique in that it will serve as a users manual for the S- Plus module S+FinMetrics and . Описание: Gives an introduction to financial econometric models and their applications to modeling and prediction of financial time series data.
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Full recovery of all data can take up to 2 weeks! So we came to the decision at this time to double the download limits for all users until the problem is completely resolved. Thanks for your understanding! Progress: 9. % restored. Главная Modeling Financial Time Series with S-Plus®. Modeling Financial Time Series with S-Plus®. Eric Zivot, Jiahui Wang (auth.