Finance Econometrics - Modelling Financial Time Series With S-Plus - E Zivot & J Wang
介绍
- 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 AutoregressiveModels forMultivariate 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
- References
- Index
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