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.0 0 2 0452 6501 0395 0145 .7276 .3289 R-squared 0.1031 0.9299 0.4109 0.2037 Adj. R-squared 0.0882 0.9287 ... REAL INF IPG 0 0 0 0 0 0 6169 5331 0370 1649 2245 1A systematic technical analysis of the linear regression model with.
|Title||:||Modeling Financial Time Series with S-PLUS®|
|Author||:||Eric Zivot, Jiahui Wang|
|Publisher||:||Springer Science & Business Media - 2007-10-10|