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prix le plus bas: € 25,44, prix le plus élevé: € 161,13, prix moyen: € 97,28

Modeling Financial Time Series with S-PLUS - Eric Zivot

(*)

Eric Zivot:
Modeling Financial Time Series with S-PLUS - Livres de poche

ISBN: 9780387279657

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. Ji… Plus…

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. Jiahui Wang is a Research Scientist at Insightful Corporation. 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??? 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. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department at the University of Washington, and is co-director of the nascent Professional Masters Program in Computational Finance. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Ad for Outstanding Teaching. He is an associate editor of the Journal of Business and Economic Statistics and 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 Research Scientist at Insightful Corporation. 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., Neu, Festpreisangebot, [LT: FixedPrice], Format: Taschenbuch, Manufacturer/Packer/Importer Details: ERGODE, Gewicht: 1383g, Edition Description: NA, Net Quantity/Number of Units: 1, Publication Date: 2003, Dimensions (LxWxH) - Cms: 1.25X6X9, Language: English, ISBN-10: 0387955496, ISBN-13: 9780387955490, Publication Year: 2003, SKU: DADAX0387955496, Country of Origin: USA, United States, EAN: 9780387279657, Springer<

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Modeling Financial Time Series with S-PLUS - Eric Zivot

(*)

Eric Zivot:
Modeling Financial Time Series with S-PLUS - Livres de poche

ISBN: 9780387279657

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. Ji… Plus…

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. Jiahui Wang is a Research Scientist at Insightful Corporation. 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??? 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. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department at the University of Washington, and is co-director of the nascent Professional Masters Program in Computational Finance. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Ad for Outstanding Teaching. He is an associate editor of the Journal of Business and Economic Statistics and 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 Research Scientist at Insightful Corporation. 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., Gut, Festpreisangebot, [LT: FixedPrice], Format: Taschenbuch, Manufacturer/Packer/Importer Details: ERGODE, Gewicht: 1383g, Edition Description: NA, Net Quantity/Number of Units: 1, Publication Date: 2003, Dimensions (LxWxH) - Cms: 1.25X6X9, Language: English, ISBN-10: 387955496, ISBN-13: 9780387955490, Publication Year: 2003, SKU: SONG0387955496, Country of Origin: USA, United States, EAN: 9780387279657, Springer<

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Modeling Financial Time Series With S-plus

EXEMPLE

(*)

Modeling Financial Time Series With S-plus - nouveau livre

2002, ISBN: 9780387279657

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 a… Plus…

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 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. Books List_Books, [PU: Springer]<

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Modeling Financial Time Series with S-Plus(r) - Eric Zivot|Jiahui Wang

(*)

Eric Zivot|Jiahui Wang:
Modeling Financial Time Series with S-Plus(r) - Livres de poche

2005, ISBN: 0387279652

[EAN: 9780387279657], Neubuch, [PU: Springer New York], BUSINESS ECONOMICS FINANCE & STATISTICS GENERAL MATHEMATICS PROBABILITY TIME SERIES CALCULUS ECONOMETRICS MODELING VISUALIZATION WA… Plus…

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Modeling Financial Time Series with S-PLUS® - Eric Zivot,Jiahui Wang

(*)

Eric Zivot,Jiahui Wang:
Modeling Financial Time Series with S-PLUS® - nouveau livre

ISBN: 9780387279657

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 eco… Plus…

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Modeling Financial Time Series with S-PLUS - Eric Zivot

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Eric Zivot:

Modeling Financial Time Series with S-PLUS - Livres de poche

ISBN: 9780387279657

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. Ji… Plus…

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. Jiahui Wang is a Research Scientist at Insightful Corporation. 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??? 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. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department at the University of Washington, and is co-director of the nascent Professional Masters Program in Computational Finance. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Ad for Outstanding Teaching. He is an associate editor of the Journal of Business and Economic Statistics and 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 Research Scientist at Insightful Corporation. 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., Neu, Festpreisangebot, [LT: FixedPrice], Format: Taschenbuch, Manufacturer/Packer/Importer Details: ERGODE, Gewicht: 1383g, Edition Description: NA, Net Quantity/Number of Units: 1, Publication Date: 2003, Dimensions (LxWxH) - Cms: 1.25X6X9, Language: English, ISBN-10: 0387955496, ISBN-13: 9780387955490, Publication Year: 2003, SKU: DADAX0387955496, Country of Origin: USA, United States, EAN: 9780387279657, Springer<

97.9, Zahlungsarten: Paypal, APPLE_PAY, Google Pay, Visa, Mastercard, American Express. Frais d'envoiVersandkostenfrei, Versand zum Fixpreis, [SHT: Standard Shipping from outside], 774** Richmond, [TO: Deutschland] (EUR 0.00) ergodebooks_de

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Modeling Financial Time Series with S-PLUS - Eric Zivot

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Eric Zivot:

Modeling Financial Time Series with S-PLUS - Livres de poche

ISBN: 9780387279657

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. Ji… Plus…

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. Jiahui Wang is a Research Scientist at Insightful Corporation. 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??? 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. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department at the University of Washington, and is co-director of the nascent Professional Masters Program in Computational Finance. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Ad for Outstanding Teaching. He is an associate editor of the Journal of Business and Economic Statistics and 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 Research Scientist at Insightful Corporation. 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., Gut, Festpreisangebot, [LT: FixedPrice], Format: Taschenbuch, Manufacturer/Packer/Importer Details: ERGODE, Gewicht: 1383g, Edition Description: NA, Net Quantity/Number of Units: 1, Publication Date: 2003, Dimensions (LxWxH) - Cms: 1.25X6X9, Language: English, ISBN-10: 387955496, ISBN-13: 9780387955490, Publication Year: 2003, SKU: SONG0387955496, Country of Origin: USA, United States, EAN: 9780387279657, Springer<

97.9, Zahlungsarten: Paypal, APPLE_PAY, Google Pay, Visa, Mastercard, American Express. Frais d'envoiVersandkostenfrei, Versand zum Fixpreis, [SHT: Standard Shipping from outside], 774** Richmond, [TO: Deutschland] (EUR 0.00) ergodebooks_de

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Modeling Financial Time Series With S-plus - nouveau livre

2002

ISBN: 9780387279657

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 a… Plus…

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 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. Books List_Books, [PU: Springer]<

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Eric Zivot|Jiahui Wang:
Modeling Financial Time Series with S-Plus(r) - Livres de poche

2005, ISBN: 0387279652

[EAN: 9780387279657], Neubuch, [PU: Springer New York], BUSINESS ECONOMICS FINANCE & STATISTICS GENERAL MATHEMATICS PROBABILITY TIME SERIES CALCULUS ECONOMETRICS MODELING VISUALIZATION WA… Plus…

NEW BOOK. Frais d'envoiVersandkostenfrei. (EUR 0.00) moluna, Greven, Germany [73551232] [Rating: 4 (von 5)]

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Modeling Financial Time Series with S-PLUS® - Eric Zivot,Jiahui Wang

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Eric Zivot,Jiahui Wang:
Modeling Financial Time Series with S-PLUS® - nouveau livre

ISBN: 9780387279657

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 eco… Plus…

No. 9780387279657. Frais d'envoi20, (EUR 3.56)

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Détails sur le livre

Modeling Financial Time Series With S-plus

Auteur:	Eric Zivot; Jiahui Wang
Titre:	Modeling Financial Time Series With S-plus
ISBN:	9780387279657

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.

Informations détaillées sur le livre - Modeling Financial Time Series With S-plus

EAN (ISBN-13): 9780387279657
ISBN (ISBN-10): 0387279652
Livre de poche
Date de parution: 2006
Editeur: Springer-Verlag New York Inc.
1002 Pages
Poids: 1,383 kg
Langue: eng/Englisch

Livre dans la base de données depuis 2007-01-05T16:21:02+01:00 (Paris)
Page de détail modifiée en dernier sur 2023-05-29T12:38:04+02:00 (Paris)
ISBN/EAN: 9780387279657

ISBN - Autres types d'écriture:
0-387-27965-2, 978-0-387-27965-7
Autres types d'écriture et termes associés:
Auteur du livre: wan wang, zivot eric
Titre du livre: plus, time, series, financial modeling

Données de l'éditeur

Auteur: Eric Zivot
Titre: Modeling Financial Time Series with S-PLUS®
Editeur: Springer; Springer US
998 Pages
Date de parution: 2005-12-08
New York; NY; US
Poids: 3,090 kg
Langue: Anglais
109,99 € (DE)

BC; Statistics for Business, Management, Economics, Finance, Insurance; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Time series; calculus; econometrics; modeling; statistics; visualization; quantitative finance; Statistics and Computing/Statistics Programs; Econometrics; Quantitative Finance; Statistics in Business, Management, Economics, Finance, Insurance; Statistics and Computing; Econometrics; Mathematics in Business, Economics and Finance; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Mathematische und statistische Software; Ökonometrie und Wirtschaftsstatistik; Angewandte Mathematik; BC; EA

S and S-PLUS.- Time Series Specification, Manipulation and Visualization in S-PLUS .- Time Series Concepts.- Unit Root Tests.- Modeling Extreme Values.- Time Series Regression Modeling.- Univariate GARCH Modeling.- Long Memory Time Series Modeling.- Rolling Analysis of Time Series.- Systems of Regression Equations.- Vector Autoregressive Models for Multivariate Time Series.- Cointegration.- Multivariate GARCH Modeling.- State Space Models.- Factor Models for Asset Returns.- Term Structure of Interest Rates.- Robust Change Detection.- Nonlinear Time Series Models.- Copulas.- Continuous-Time Models for Financial Time Series.- Generalized Method of Moments.- Semi-Nonparametric Conditional Density Models.- Efficient Method of Moments.

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