Modeling Financial Time Series with S-PLUS [electronic resource] / by Eric Zivot, Jiahui Wang.
Material type:
TextPublisher: New York, NY : Springer New York : Imprint: Springer, 2003Edition: 1st ed. 2003Description: XIX, 632 p. online resourceContent type: - text
- computer
- online resource
- 9780387217635
- 330.015195
- HB139-141
Contents:
In:
Springer Nature eBook
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.
| Item type | Home library | Collection | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
E-Book
|
Biblioteca Digital | Colección SPRINGER | 330.015195 (Browse shelf(Opens below)) | Not For Loan |
Total holds: 0
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.
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