Items related to Modeling Financial Time Series with S-PLUS®
Synopsis
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. It 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. This edition covers S+FinMetrics 2.0 and includes new chapters.
"synopsis" may belong to another edition of this title.
From the Back Cover
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.
This second edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments.
Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics.
Jiahui Wang is a Principal and Trading Research Officer at Barclays Global Investors. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
About the Author
Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics.
Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2005
- ISBN 10 0387279652
- ISBN 13 9780387279657
- BindingPaperback
- LanguageEnglish
- Edition number2
- Number of pages1020
- Rating
Other Popular Editions of the Same Title
Search results for Modeling Financial Time Series with S-PLUS®
Seller Image
Modeling Financial Time Series with S-PLUSĀ®
Seller: WeBuyBooks, Rossendale, LANCS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Most items will be dispatched the same or the next working day. A copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned. Seller Inventory # wbb0025115089
Quantity: 1 available
Seller Image
Modeling Financial Time Series with S-PLUSĀ®
Seller: WeBuyBooks, Rossendale, LANCS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # wbs6432018849
Quantity: 1 available
Stock Image
Modeling Financial Time Series with S-Plus(r)
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 3.1. Seller Inventory # G0387279652I4N00
Quantity: 1 available
Stock Image
Modeling Financial Time Series with S-PLUSĀ®
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_362748501
Quantity: 1 available
Stock Image
Modeling Financial Time Series with S-PLUS?
Seller: SecondSale, Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00085504723
Quantity: 1 available
Stock Image
Modeling Financial Time Series with S-PLUS?
Seller: SecondSale, Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Item in good condition and has highlighting/writing on text. Used texts may not contain supplemental items such as CDs, info-trac etc. Seller Inventory # 00063426106
Quantity: 1 available
Stock Image
Modeling Financial Time Series with S-Plus
Seller: Brit Books, Milton Keynes, United Kingdom
Seller rating 4 out of 5 stars
Paperback. Condition: Used; Good. ***Simply Brit*** Welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there is something for every literary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality. Seller Inventory # 1596753
Quantity: 1 available
Stock Image
Modeling Financial Time Series with S-PLUS?
Seller: Greener Books, London, United Kingdom
Seller rating 4 out of 5 stars
Paperback. Condition: Used; Very Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books. Seller Inventory # 4466583
Quantity: 1 available
Stock Image
Modeling Financial Time Series with S-PLUS®
Seller: BennettBooksLtd, North Las Vegas, NV, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-0387279652
Quantity: 1 available
Stock Image
Modeling Financial Time Series with S-PLUS®
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2215580171504
Quantity: Over 20 available