Modeling Financial Time Series with S-PLUS
Başlık:
Modeling Financial Time Series with S-PLUS
ISBN:
9780387217635
Personal Author:
Edition:
1st ed. 2003.
Yayın Bilgileri:
New York, NY : Springer New York : Imprint: Springer, 2003.
Fiziksel Tanımlama:
XIX, 632 p. online resource.
Contents:
Time Series Specification, Manipulation and Visualization in S-PLUS -- Time Series Concepts -- Unit Root Tests -- Modeling Extreme Values -- Time Series Regression Modeling -- Univariate GARCH Models -- Modeling Long Memory Time Series -- Rolling Analysis -- Systems of Regression Equations -- Vector Autoregressive Models -- Multivariate GARCH Models -- State Space Models -- Factor Models for Asset Returns -- Robust Statistical Methods in Finance -- Modeling Fixed Income Time Series.
Added Author:
Ek Kurum Yazarı:
Dil:
English