An introduction to analysis of financial data with R
Year of publication: |
2013
|
---|---|
Authors: | Tsay, Ruey S. |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Zeitreihenanalyse | Time series analysis | Finanzanalyse | Financial analysis | Risikomaß | Risk measure | Börsenkurs | Share price | Kapitaleinkommen | Capital income | R <Programm> |
Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
-
Portfolio selection : should be a wise decision!
Dsouza, Suzan, (2017)
-
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan, (2015)
-
Balibey, Mesut, (2014)
- More ...
-
Clustering Multiple Time Series with Structural Breaks
Wang, Yongning, (2018)
-
A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data
Gao, Zhaoxing, (2019)
-
Nonlinearity in High-Frequency Financial Data and Hierarchical Models
McCulloch, Robert E., (2001)
- More ...