ERIC ZIVOT – MODELING FINANCIAL TIME SERIES WITH S-PLUS

The S-PLUS statistical modeling language and the S FinMetrics module are used to facilitate the practice of financial econometrics. It is the first book to show the power of S-PLUS for analyzing time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and graduate students in economics and finance.

Readers are assumed to have a good understanding of basic statistics and time series concepts. There are new chapters in this edition.

The second edition was reviewed.

It is a good reference book for studying and researching in modern empirical finance. T. S. Wirjanto wrote short book reviews. It was 26 (1) in 2006

It is a pleasure to strongly recommend this text, and to include statisticians such as myself among the pleased audience. Techommetrics was written by Thomas L. Burr. 1, February 2007)

This book has more than one function. It is a user’s guide for Insightful’s S finMetrics package and serves as a guide to models and estimation methods for extract information from financial time series. The academic community in econometrics, statistics and finance, and the pracitioners in the finance industry will find this book interesting. The Journal of Statistical Software was written byValerie Chavez-Dumoulin. 17, February 2007)

The second edition of the book is devoted to the new version of the S FinMetrix module of statistical functions for financial time series analysis and financial econometrics. It can be used as a reference for financial statistics on S- Plus. A variety of topics in statistical analysis and visualization are covered in the book. R. E. Maiboroda is the editor of Zentralblatt MAth. 1093, 2006)

The book under review covers many different theories and methods and is intended for both researchers and practitioners in the finance industry, academic researchers in financial econometrics, but also advanced and graduate students. The Allgemeines Statistisches Archiv was written by Matthias Fischer. 90, 2006)

The book is aimed at a wide audience of workers in the areas of empirical finance, as well as many researchers in economics and finance, marketing, and even management. The publication can be used by graduate students in the areas of statistics, economics, finance, and operations research. Stergios B. Fotopoulos is the author of Technometrics. August 2007)

The second edition contains methods for analyzing financial time series using S-PLUS and the S-PLUS module. Jane L. Harvill is the author of Sky & Telescope.

Modeling Financial Time Series with S, Modeling Financial Time Series with S Review, and Modeling Financial Time Series with S Groupbuy are all available for download.