Scripts for Modeling Financial Time Series with S-PLUS [S-PLUS]

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Scripts for Modeling Financial Time Series with S-PLUS
Submitter: vanna	Date: 2007/2/20

Description: Scripts The following S-PLUS script files were used to create the examples presented in the book. The use of the script files requires the S+FinMetrics module. All of the data required for the examples is included with the S+FinMetrics module. Chapter 2: Time Series Manipulation Chapter 3: Time Series Concepts Chapter 4: Unit Root Tests Chapter 5: Modeling Extreme Values Chapter 6: Time Series Regression Chapter 7: Univariate GARCH Chapter 8: Long Memory Chapter 9: Rolling Analysis Chapter 10: Systems of Regression Eqations Chapter 11: VAR Models Chapter 12: Cointegration Chapter 13: Multivariate GARCH Chapter 14: State Space Models Chapter 15: Factor Models Chapter 16: Term Structure Chapter 17: Robust Change Detection Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
1345 0 bytes S-PLUS http://faculty.washington.edu/ezivot/
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