Modeling Financial Time Series with S-PLUS®
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 S and S-PLUS
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Altmetric BadgeChapter 2 Time Series Specification, Manipulation, and Visualization in S-PLUS
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Altmetric BadgeChapter 3 Time Series Concepts
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Altmetric BadgeChapter 4 Unit Root Tests
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Altmetric BadgeChapter 5 Modeling Extreme Values
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Altmetric BadgeChapter 6 Time Series Regression Modeling
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Altmetric BadgeChapter 7 Univariate GARCH Modeling
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Altmetric BadgeChapter 8 Long Memory Time Series Modeling
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Altmetric BadgeChapter 9 Rolling Analysis of Time Series
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Altmetric BadgeChapter 10 Systems of Regression Equations
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Altmetric BadgeChapter 11 Vector Autoregressive Models for Multivariate Time Series
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Altmetric BadgeChapter 12 Cointegration
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Altmetric BadgeChapter 13 Multivariate GARCH Modeling
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Altmetric BadgeChapter 14 State Space Models
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Altmetric BadgeChapter 15 Factor Models for Asset Returns
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Altmetric BadgeChapter 16 Term Structure of Interest Rates
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Altmetric BadgeChapter 17 Robust Change Detection
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Altmetric BadgeChapter 18 Nonlinear Time Series Models
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Altmetric BadgeChapter 19 Copulas
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Altmetric BadgeChapter 20 Continuous-Time Models for Financial Time Series
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Altmetric BadgeChapter 21 Generalized Method of Moments
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Altmetric BadgeChapter 22 Seminonparametric Conditional Density Models
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Altmetric BadgeChapter 23 Effcient Method of Moments