The book is unique in that it will serve as a users' manual for the S- Plus module S+FinMetrics and as a stand-alone book on financial time series. The audience is economics and finance.

Zur Zeit liegt uns keine Inhaltsangabe vor.

Time Series Specification, Manipulation and Visualization in S-PLUS * Time Series Concepts * Unit Root Tests * Modeling Extreme Values * Time Series Regression Modeling * Univariate GARCH Models * Modeling Long Memory Time Series * Rolling Analysis * Systems of Regression Equations * Vector Autoregressive Models * Multivariate GARCH Models * State Space Models * Factor Models for Asset Returns * Robust Statistical Methods in Finance * Modeling Fixed Income Time Series