Modeling Financial Time Series R

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New Material | Class Examples | Research | Textbook Examples

The field of financial econometrics is ever expanding with new statistical methods and applications. On this page you will find additional examples of using R for modeling financial time series, additional technical material on the statistical models covered in Modeling Financial Time Series with R, technical material on new models, examples of academic research using R, and examples from leading textbooks on time series and time series econometrics. Check this page frequently for updates.

Last updated: May 15, 2014