Time Series: Applications to Finance with R and S-Plus

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Time Series: Applications to Finance with R and S-Plus 9780470583623

Course Codes : ACTL2003
ISBN : 9780470583623
Publisher : Wiley
Author(s) :
Edition : 2 Rev ed
Overview This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text.



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