Modeling Financial Time Series with R
The field of financial econometrics has exploded over the last decade. This book represents an integration of theory, methods, and examples using the open source R statistical modeling language to facilitate the practice of financial econometrics. 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 R and a solid grounding in basic statistics and time series concepts.
Overview of the Book
The chapters in the book cover univariate and multivariate models for analyzing financial time series using R.
Table of Contents
Abbreviated Table of Contents
Full Table of Contents