Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Modeling Financial Time Series with S-PLUS

Modeling Financial Time Series with S-PLUS

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780387323480
Condition
New
Product Description

The field of financial econometrics has exploded over the last decade. 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. This 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 second edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. From the reviews of the second edition: "It provides theoretical and empirical discussions on exhaustive topics in modern financial econometrics, statistics and time series. it is definitely a good reference book for use in studying and/or researching in modern empirical finance ." (T. S. Wirjanto, Short Book Reviews, Vol. 26 (1), 2006) "...It is a pleasure to strongly recommend this text, and to include statisticians such as myself among the pleased audience." (Thomas L. Burr for Techommetrics, Vol. 49, No. 1, February 2007).

Available Colors
Available Sizes
1 Offer Price Range: $54.99 - $54.99
BEST PRICE

Single Product Purchase

$54.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$54.99 $54.99

$54.99
See Site In stock Visit Store

Similar Products

Advances in Artificial Intelligence

$39.99

Advances in Ranking and Selection, Multiple Comparisons, and Reliability

$129.00

Korruption als Ordnung zweiter Art

$39.99

A Course in In-Memory Data Management

$74.99

Reading Alcoholisms

$39.99

On Scientific Representations

$54.99

Computational Earthquake Science Part II

$54.99

WALCOM: Algorithms and Computation

$39.99

Stochastic Chemical Reaction Systems in Biology

$99.99

Swift, Certain and Fair

$109.99

Changing Female Identities

$39.99

Fallrepetitorium Familien- und Erbrecht

$19.95

Food Freezing and Thawing Calculations

$54.99

Engineering Psychology and Cognitive Ergonomics. Cognition and Design

$54.99

Numerische Berechnung elektromagnetischer Felder

$69.99

Geometry Through History

$59.99

Wege in die Selbstndigkeit

$59.99

Agiler Organisationsaufbau

$39.99

Vegetation of inland waters

$84.99

Bank Magazin Taschenbuch 2000

$59.99

The Media and Political Violence

$29.99

High-Throughput Next Generation Sequencing

$89.00

Noncommutative Probability

$109.99

Deep Learning in Medical Image Analysis

$219.99

The Women's Guide to Successful Investing

$34.99

Brecht-Handbuch

$119.00

Knstliche Intelligenz fr Business Analytics

$39.99

Jugend und Psychiatrie

$59.99

Karma's World: Viral Video Showdown

$5.24

Die Schwesternhelferin

$69.99

The Theory of Implementation of Socially Optimal Decisions in Economics

$129.00

Giftedness and Talent in the 21st Century

$39.99

Models of Balance of Payments Constrained Growth

$109.99

FUCHS-Aktuell: Das Performanceprojekt

$49.99

Veterinary Forensic Pathology, Volume 1

$84.99

Proceedings of the 13th International Conference on Computer Engineering and Networks

$279.99

Words on Fire (Hardcover)

$13.49

Design Thinking Research

$139.99

Seminar on Deformations

$34.99

Polynomial and Spline Approximation

$169.99