洋書 Modeling Financial Time Series with S+ Modeling Financial Time Series with S-PLUS: Eric Zivotの詳細情報
Modeling Financial Time Series with S-PLUS: Eric Zivot。819zGgfDDEL._UF350,350_QL50_.jpg。The financial time series data used to calibrate the model。A decoder-only foundation model for time-series forecasting。Eric Zivot , Jiahui WangThis book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. It is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance.