Statistical Analysis of Financial Data in S-Plus

Authors:

ISBN: 978-0-387-20286-0 (Print) 978-0-387-21824-3 (Online)

Table of contents (7 chapters)

  1. Data Exploration, Estimation and Simulation

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-47

      Univariate Exploratory Data Analysis

    3. No Access

      Book Chapter

      Pages 49-102

      Multivariate Data Exploration

  2. Regression

    1. Front Matter

      Pages 103-103

    2. No Access

      Book Chapter

      Pages 105-173

      Parametric Regression

    3. No Access

      Book Chapter

      Pages 175-236

      Local & Nonparametric Regression

  3. Time Series & State Space Models

    1. Front Matter

      Pages 237-237

    2. No Access

      Book Chapter

      Pages 239-309

      Time Series Models: AR, MA, ARMA, & All That

    3. No Access

      Book Chapter

      Pages 311-352

      Multivariate Time Series, Linear Systems and Kalman Filtering

    4. No Access

      Book Chapter

      Pages 353-409

      Nonlinear Time Series: Models and Simulation