<P>名称：Modelling Financial Time Series with S-PLUS,（第二版）</P>
<P>大小：11MB</P>
<P>主要目录：</P>
<P>1 S and S-PLUS 1<br>1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 1</P>
<P>2 Time Series Specification, Manipulation, and<br>Visualization in S-PLUS 15<br>2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 15</P>
<P>3 Time Series Concepts 57<br>3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 57</P>
<P>4 UnitRootTests 111<br>4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 111</P>
<P>5 Modeling Extreme Values 141<br>5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 141</P>
<P>6 Time Series Regression Modeling 181<br>6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 181</P>
<P>7 Univariate GARCH Modeling 223<br>7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 223</P>
<P>8 Long Memory Time Series Modeling 271<br>8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 271</P>
<P>9 Rolling Analysis of Time Series 313<br>9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 313</P>
<P>10 Systems of Regression Equations 361<br>10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 361</P>
<P>11 Vector Autoregressive Models for Multivariate<br>Time Series 383</P>
<P>12 Cointegration 429<br>12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 429</P>
<P>13 Multivariate GARCH Modeling 479<br>13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 479</P>
<P>14 State Space Models 517<br>14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 517</P>
<P>15 Factor Models for Asset Returns 567<br>15.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 567</P>
<P>16 Term Structure of Interest Rates 615<br>16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 615</P>
<P>17 Robust Change Detection 633<br>17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 633</P>
<P>18 Nonlinear Time Series Models 651<br>18.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 651</P>
<P>19 Copulas 711<br>19.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 711</P>
<P>20 Continuous-Time Models for Financial Time Series 757<br>20.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 757</P>
<P>21 Generalized Method of Moments 783<br>21.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 783</P>
<P>22 Semi-Nonparametric Conditional Density Models 845<br>22.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 845</P>
<P>23 Efficient Method of Moments 921<br>23.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 921</P>
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[此贴子已经被作者于2006-11-26 21:07:01编辑过]