[下载]MODELING FINANCIAL TIME SERIES WITH S-PLUS®

相似文件 换一批

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

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)

2009-5-23 22:52:00 上传

[下载]MODELING FINANCIAL TIME SERIES WITH S-PLUS®
需要: 5 个论坛币  [购买]

 

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0 回帖

关键词：Time Series financial Financia inancial Modeling financial Modeling Series REG With

没钱呀，楼主