Modeling Financial Time Series With S-Plus

Description:

"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."--BOOK JACKET.

subjects: Finance,  Mathematical models,  Time-series analysis,  Econometric models,  S-Plus,  Econometrics,  Statistics,  Economics,  Quantitative Finance,  Statistics for Business/Economics/Mathematical Finance/Insurance