Modeling Financial Time Series with S-PLUS
Author: Eric Zivot, Jiahui Wang, Springer-Verlag
List Price: $59.95
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ISBN: 0387955496
Publisher: Springer Verlag (18 September, 2002)
Sales Rank: 82,948
Average Customer Rating: 4 out of 5
Customer Reviews
Rating: 3 out of 5
Useless without FinMetrics module
This book is useless without the S+FinMetrics module.I wish I knew that in advance. Moreover, you can download it for free on www.insightful.com
Rating: 3 out of 5
WITHOUT S+FinMetrics module
This book does NOT come with the S+FinMetrics module. This book contains reviews of advanced time series theory, however, without S+FinMetrics module some part of the book is not insightful. This book is also not of financilal econometrics because there is no financial theory. This is a very good time series book if it comes with S+FinMetrics module.
Rating: 5 out of 5
Combines theory and practice
The best thing about this book is that it combines financial time series analysis with "real-life" examples that are either reproducible or easily adaptable. Being that it is also the user manual for the S+FinMetrics module for the SPLUS stats. package it also reads like a software manual (some people like that). This book provides a good sample of many time series techniques that can be applied out of the box.
Note: The S+FinMetrics module includes this book. Similar Products
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The Basics of S-PLUS
Book Index