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Titlebook: Modeling Financial Time Series with S-PLUS?; Eric Zivot,Jiahui Wang Book 2006Latest edition Springer-Verlag New York 2006 Time series.calc

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書目名稱Modeling Financial Time Series with S-PLUS?
編輯Eric Zivot,Jiahui Wang
視頻videohttp://file.papertrans.cn/637/636001/636001.mp4
概述The second edition of a popular Springer book.Includes supplementary material:
圖書封面Titlebook: Modeling Financial Time Series with S-PLUS?;  Eric Zivot,Jiahui Wang Book 2006Latest edition Springer-Verlag New York 2006 Time series.calc
描述.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 resea
出版日期Book 2006Latest edition
關(guān)鍵詞Time series; calculus; econometrics; modeling; statistics; visualization; quantitative finance
版次2
doihttps://doi.org/10.1007/978-0-387-32348-0
isbn_softcover978-0-387-27965-7
isbn_ebook978-0-387-32348-0
copyrightSpringer-Verlag New York 2006
The information of publication is updating

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https://doi.org/10.1007/978-0-387-32348-0Time series; calculus; econometrics; modeling; statistics; visualization; quantitative finance
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Book 2006Latest editionty 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 resea
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