ISBN: 9780387279657
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. Ji… More...
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ISBN: 9780387279657
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. Ji… More...
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2002, ISBN: 9780387279657
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 a… More...
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2005, ISBN: 0387279652
[EAN: 9780387279657], Neubuch, [PU: Springer New York], BUSINESS ECONOMICS FINANCE & STATISTICS GENERAL MATHEMATICS PROBABILITY TIME SERIES CALCULUS ECONOMETRICS MODELING VISUALIZATION WA… More...
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ISBN: 9780387279657
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 eco… More...
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ISBN: 9780387279657
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. Ji… More...
ISBN: 9780387279657
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. Ji… More...
2002
ISBN: 9780387279657
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 a… More...
2005, ISBN: 0387279652
[EAN: 9780387279657], Neubuch, [PU: Springer New York], BUSINESS ECONOMICS FINANCE & STATISTICS GENERAL MATHEMATICS PROBABILITY TIME SERIES CALCULUS ECONOMETRICS MODELING VISUALIZATION WA… More...
ISBN: 9780387279657
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 eco… More...
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Details of the book - Modeling Financial Time Series With S-plus
EAN (ISBN-13): 9780387279657
ISBN (ISBN-10): 0387279652
Paperback
Publishing year: 2006
Publisher: Springer-Verlag New York Inc.
1002 Pages
Weight: 1,383 kg
Language: eng/Englisch
Book in our database since 2007-01-05T10:21:02-05:00 (New York)
Detail page last modified on 2023-05-29T06:38:04-04:00 (New York)
ISBN/EAN: 0387279652
ISBN - alternate spelling:
0-387-27965-2, 978-0-387-27965-7
Alternate spelling and related search-keywords:
Book author: wan wang, zivot eric
Book title: plus, time, series, financial modeling
Information from Publisher
Author: Eric Zivot; Jiahui Wang
Title: Modeling Financial Time Series with S-PLUS®
Publisher: Springer; Springer US
998 Pages
Publishing year: 2005-12-08
New York; NY; US
Weight: 3,090 kg
Language: English
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
POD
XXII, 998 p. 270 illus.
BC; Statistics for Business, Management, Economics, Finance, Insurance; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Time series; calculus; econometrics; modeling; statistics; visualization; quantitative finance; Statistics and Computing/Statistics Programs; Econometrics; Quantitative Finance; Statistics in Business, Management, Economics, Finance, Insurance; Statistics and Computing; Econometrics; Mathematics in Business, Economics and Finance; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Mathematische und statistische Software; Ökonometrie und Wirtschaftsstatistik; Angewandte Mathematik; BC; EA
S and S-PLUS.- Time Series Specification, Manipulation and Visualization in S-PLUS .- Time Series Concepts.- Unit Root Tests.- Modeling Extreme Values.- Time Series Regression Modeling.- Univariate GARCH Modeling.- Long Memory Time Series Modeling.- Rolling Analysis of Time Series.- Systems of Regression Equations.- Vector Autoregressive Models for Multivariate Time Series.- Cointegration.- Multivariate GARCH Modeling.- State Space Models.- Factor Models for Asset Returns.- Term Structure of Interest Rates.- Robust Change Detection.- Nonlinear Time Series Models.- Copulas.- Continuous-Time Models for Financial Time Series.- Generalized Method of Moments.- Semi-Nonparametric Conditional Density Models.- Efficient Method of Moments.More/other books that might be very similar to this book
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