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Modeling Financial Time Series with S-PLUS®
Overview of attention for book
Modeling Financial Time Series with S-PLUS®
Springer New York
Table of Contents
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Book Overview
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Chapter 1
S and S-PLUS
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Chapter 2
Time Series Specification, Manipulation, and Visualization in S-PLUS
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Chapter 3
Time Series Concepts
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Chapter 4
Unit Root Tests
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Chapter 5
Modeling Extreme Values
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Chapter 6
Time Series Regression Modeling
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Chapter 7
Univariate GARCH Modeling
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Chapter 8
Long Memory Time Series Modeling
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Chapter 9
Rolling Analysis of Time Series
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Chapter 10
Systems of Regression Equations
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Chapter 11
Vector Autoregressive Models for Multivariate Time Series
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Chapter 12
Cointegration
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Chapter 13
Multivariate GARCH Modeling
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Chapter 14
State Space Models
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Chapter 15
Factor Models for Asset Returns
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Chapter 16
Term Structure of Interest Rates
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Chapter 17
Robust Change Detection
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Chapter 18
Nonlinear Time Series Models
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Chapter 19
Copulas
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Chapter 20
Continuous-Time Models for Financial Time Series
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Chapter 21
Generalized Method of Moments
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Chapter 22
Seminonparametric Conditional Density Models
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Chapter 23
Effcient Method of Moments
Overall attention for this book and its chapters
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Mentioned by
syllabi
4
institutions with syllabi
patent
1
patent
Readers on
mendeley
509
Mendeley
Book overview
1. S and S-PLUS
2. Time Series Specification, Manipulation, and Visualization in S-PLUS
3. Time Series Concepts
4. Unit Root Tests
5. Modeling Extreme Values
6. Time Series Regression Modeling
7. Univariate GARCH Modeling
8. Long Memory Time Series Modeling
9. Rolling Analysis of Time Series
10. Systems of Regression Equations
11. Vector Autoregressive Models for Multivariate Time Series
12. Cointegration
13. Multivariate GARCH Modeling
14. State Space Models
15. Factor Models for Asset Returns
16. Term Structure of Interest Rates
17. Robust Change Detection
18. Nonlinear Time Series Models
19. Copulas
20. Continuous-Time Models for Financial Time Series
21. Generalized Method of Moments
22. Seminonparametric Conditional Density Models
23. Effcient Method of Moments
Summary
Syllabi
Patents
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
10
syllabi from
4
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
University of Washington-Seattle Campus
4
Economics
University of Pennsylvania
4
Unknown
Winona State University
1
Unknown
Unknown
1
Performing Arts, Law