↓ Skip to main content

Modeling Financial Time Series with S-PLUS

Overview of attention for book
Attention for Chapter 11: Vector Autoregressive Models for Multivariate Time Series
Altmetric Badge

Mentioned by

news
1 news outlet

Citations

dimensions_citation
286 Dimensions

Readers on

mendeley
403 Mendeley
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Vector Autoregressive Models for Multivariate Time Series
Chapter number 11
Book title
Modeling Financial Time Series with S-Plus®
Published by
Springer, New York, NY, January 2003
DOI 10.1007/978-0-387-21763-5_11
Book ISBNs
978-0-387-91624-8, 978-0-387-21763-5
Authors

Eric Zivot, Jiahui Wang, Zivot, Eric, Wang, Jiahui

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 403 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
United States 8 2%
Germany 4 <1%
Hungary 1 <1%
Switzerland 1 <1%
Malaysia 1 <1%
Netherlands 1 <1%
Indonesia 1 <1%
Colombia 1 <1%
Korea, Republic of 1 <1%
Other 7 2%
Unknown 377 94%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 95 24%
Student > Master 76 19%
Researcher 32 8%
Student > Bachelor 32 8%
Student > Doctoral Student 22 5%
Other 70 17%
Unknown 76 19%
Readers by discipline Count As %
Economics, Econometrics and Finance 118 29%
Business, Management and Accounting 36 9%
Computer Science 35 9%
Engineering 33 8%
Mathematics 26 6%
Other 75 19%
Unknown 80 20%