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Wang, Jiahui

Modeling Financial Time Series with S-PLUS®

Wang, Jiahui - Modeling Financial Time Series with S-PLUS®, ebook

74,40€

Ebook, PDF with Adobe DRM
ISBN: 9780387323480
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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
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Keywords: MATHEMATICS / Probability & Statistics / General MAT029000

Author(s)
 
Publisher
Springer
Publication year
2006
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780387323480

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