Statistical Analysis of Financial Data in S-Plus
Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
2004, 2004
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| Edition: | 1st ed. 2004 |
| Series: | Springer Texts in Statistics
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| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Data Exploration, Estimation and Simulation
- Univariate Exploratory Data Analysis
- Multivariate Data Exploration
- Regression
- Parametric Regression
- Local & Nonparametric Regression
- Time Series & State Space Models
- Time Series Models: AR, MA, ARMA, & All That
- Multivariate Time Series, Linear Systems and Kalman Filtering
- Nonlinear Time Series: Models and Simulation