Modeling Financial Time Series with S-PLUS 2nd Edition
Modeling Financial Time Series with S PLUS 2nd Edition
S r | 2006 | ISBN: 0387279652 | 1002 pages | PDF | 11 MB
Author Eric Zivot, Jiahui Wang
Modeling Financial Time Series with S-PLUS 2nd Edition : Direct Link
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.
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