Statistical Analysis of Financial Data in R

Authors:

ISBN: 978-1-4614-8787-6 (Print) 978-1-4614-8788-3 (Online)

Table of contents (9 chapters)

  1. Front Matter

    Pages i-xvii

  2. Data Exploration, Estimation And Simulation

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-68

      Univariate Data Distributions

    3. No Access

      Book Chapter

      Pages 69-120

      Heavy Tail Distributions

    4. No Access

      Book Chapter

      Pages 121-195

      Dependence & Multivariate Data Exploration

  3. Regression

    1. Front Matter

      Pages 197-197

    2. No Access

      Book Chapter

      Pages 199-276

      Parametric Regression

    3. No Access

      Book Chapter

      Pages 277-341

      Local and Nonparametric Regression

  4. Time Series & State Space Models

    1. Front Matter

      Pages 343-343

    2. No Access

      Book Chapter

      Pages 345-421

      Time Series Models: AR, MA, ARMA, & ALL THAT

    3. No Access

      Book Chapter

      Pages 423-472

      Multivariate Time Series, Linear Systems and Kalman Filtering

    4. No Access

      Book Chapter

      Pages 473-533

      Nonlinear Time Series: Models and Simulation

  5. Background Material

    1. Front Matter

      Pages 535-535

    2. No Access

      Book Chapter

      Pages 537-558

      Appendices

  6. Back Matter

    Pages 559-588