请问在哪儿可以找到Modeling Financial Time Series with S-PLUS的数据

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

此书的作者是Eric Zivot。

谁有书的数据呢？

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：Time Series financial inancial Financia Modeling 数据 financial Modeling time Series

HI,

You can download scrip from:

http://faculty.washington.edu/ezivot/MFTS2ndEditionScripts.htm

The following contents are included in the Website:

The following S-PLUS script files were used to create the examples presented in the book. The use of the script files requires S-PLUS 7.0 and  S+FinMetrics™ 2.0. See the S+FinMetrics page for information about how to acquire S-PLUS 7.0 and S+FinMetrics™. Almost all of the data required for the examples is included with the S+FinMetrics 2.0 module. Some additional functions used in Chapter 20, and some additional data required for the examples in Chapter 22 and Chapter 23 are provided.

finmetric包里面不是有吗？

楼上说的对，你载入finmetric那个包，自然数据也就载入了