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Modeling Financial Time Series with S-Plus

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Modeling Financial Time Series with S-Plus - Zivot, Eric, and Robbins, Clarence R
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The field of financial econometrics has exploded since the early 1990s. 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 shows 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 ...

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Modeling Financial Time Series with S-Plus 2003, Springer

ISBN-13: 9780387916248

Unknown binding

Modeling Financial Time Series with S-Plus 2002, Springer

ISBN-13: 9780387955490

2002 edition

Trade paperback