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RSSModeling Financial Time Series with S-PLUS® | ||||||||||||||||||
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| Table of contents 1. S and S-PLUS 2. Time Series Specification, Manipulation, and Visualization in S-PLUS 3. Time Series Concepts 4. Unit Root Tests 5. Modeling Extreme Values 6. Time Series Regression Modeling 7. Univariate GARCH Modeling 8. Long Memory Time Series Modeling 9. Rolling Analysis of Time Series 10. Systems of Regression Equations 11. Vector Autoregressive Models for Multivariate Time Series 12. Cointegration 13. Multivariate GARCH Modeling 14. State Space Models 15. Factor Models for Asset Returns 16. Term Structure of Interest Rates 17. Robust Change Detection 18. Nonlinear Time Series Models 19. Copulas 20. Continuous-Time Models for Financial Time Series 21. Generalized Method of Moments 22. Seminonparametric Conditional Density Models 23. Effcient Method of Moments DRM-restrictions Printing: not available Clipboard copying: not available | ||||||||||||||||||
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