Buch, Englisch, 666 Seiten, Format (B × H): 164 mm x 242 mm, Gewicht: 1221 g
With Examples In R
Buch, Englisch, 666 Seiten, Format (B × H): 164 mm x 242 mm, Gewicht: 1221 g
Reihe: Chapman & Hall/CRC Texts in Statistical Science
ISBN: 978-1-138-59949-9
Verlag: CRC Press
Chapter 2 describes the methods of exploratory data analysis, especially graphical methods, and illustrates them on real financial data. Chapter 3 covers probability distributions useful in financial analysis, especially heavy-tailed distributions, and describes methods of computer simulation of financial data. Chapter 4 covers basic methods of statistical inference, especially the use of linear models in analysis, and Chapter 5 describes methods of time series with special emphasis on models and methods applicable to analysis of financial data.
Features
* Covers statistical methods for analyzing models appropriate for financial data, especially models with outliers or heavy-tailed distributions.
* Describes both the basics of R and advanced techniques useful in financial data analysis.
* Driven by real, current financial data, not just stale data deposited on some static website.
* Includes a large number of exercises, many requiring the use of open-source software to acquire real financial data from the internet and to analyze it.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1. The Nature of Financial Data. 2. Sources of Financial Data and Software to Work with It. 3. Statistical Analysis of Financial Data. 4. Time Series Analysis. 5. Nonparametric Smoothing and Pattern Recognition. 6. Portfolios of Assets 7. Futures and Derivatives.