Modeling Financial Time Series with S-Plus

Zivot, Eric, and Jiahui Wang. Modeling Financial Time Series with S-Plus. New York: Springer, 2003. Print.

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.

People Involved: 
Status of Research or Work: 
Research Type: