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Zivot, Eric; Wang, Jiahui - Modeling Financial Time Series with S-Plus - 9780387279657 - V9780387279657
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Modeling Financial Time Series with S-Plus

€ 133.89
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Description for Modeling Financial Time Series with S-Plus Paperback. 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 covers S+FinMetrics 2.0 and includes new chapters. Num Pages: 1020 pages, 270 black & white illustrations, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 232 x 155 x 41. Weight in Grams: 1400.

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 ... Read more

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 researching in modern empirical finance … ." (T. S. Wirjanto, Short Book Reviews, Vol. 26 (1), 2006)

"...It is a pleasure to strongly recommend this text, and to include statisticians such as myself among the pleased audience." (Thomas L. Burr for Techommetrics, Vol. 49, No. 1, February 2007)

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Product Details

Format
Paperback
Publication date
2006
Publisher
Springer-Verlag New York Inc. United States
Number of pages
1020
Condition
New
Number of Pages
998
Place of Publication
New York, NY, United States
ISBN
9780387279657
SKU
V9780387279657
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About Zivot, Eric; Wang, Jiahui
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. He is an associate ... Read more

Reviews for Modeling Financial Time Series with S-Plus
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 researching in modern empirical finance … ." (T. S. Wirjanto, Short Book Reviews, Vol. 26 (1), 2006) ... Read more

Goodreads reviews for Modeling Financial Time Series with S-Plus


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