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雷达卡
用S-PLUS解决金融时间序列的一本很著名的书，很长，1000多页
作者：Eric Zivot Jiahui Wang
出版社：SPRINGER，他的书我就不说什么了
版本：第二版
contents 1 S and S-PLUS 2 Time Series Specification, Manipulation, and Visualization in S-PLUS 3 Time Series Concepts 4 UnitRoot 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 Ecient Method of Moments Index
328786.pdf
(12.66 MB, 需要: 5 个论坛币)
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