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商品詳細
Modeling Financial Time Series with S-PLUS. 2nd ed. 金融時系列のモデリング 第2版
・ISBN 978-0-387-27965-7 soft EUR 99.99
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| 著者・編者 | Zivot, Eric / Wang, Jiahui, |
|---|---|
| 出版社 | (Springer, US) |
| 出版年月 | 2006 |
| ページ数 | 998 pp. |
| 言語 | ENG |
| ニュース番号 | ＜526-351＞ |
解説
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.
Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This edition covers S+FinMetrics 2.0 and includes new chapters.