[PDF.41hm] Modeling Financial Time Series with S-PLUS®
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Modeling Financial Time Series with S-PLUS®
Eric Zivot, Jiahui Wang
[PDF.lp46] Modeling Financial Time Series with S-PLUS®
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| #2259321 in Books | 2006-08-03 | Original language:English | PDF # 1 | 9.21 x2.01 x6.14l,3.05 | File type: PDF | 998 pages||8 of 9 people found the following review helpful.| Great applied econometrics book, even without FinMetrics!|By B. Peterson|Zivot and Wang have done a phenomenal job of covering intermediate to advanced topics in econometrics along with the S programming language. Extensive literature reviews are coupled with robust examples and mathematics, and topped off with S code. I am a quantitative hedge fund manager, and I use the Ope|||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 resear
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 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. You easily download any file type for your gadget.Modeling Financial Time Series with S-PLUS® | Eric Zivot, Jiahui Wang.Not only was the story interesting, engaging and relatable, it also teaches lessons.
