Statistical analysis of financial data : with examples in R

Author(s)

• Gentle, James E.

Bibliographic Information

Statistical analysis of financial data : with examples in R

James E. Gentle

（Texts in statistical science）（A Chapman & Hall book）

CRC Press, 2020

1st ed

• : hbk

Note

Includes bibliographical references (p. 615-621) and index

Description and Table of Contents

Description

Hands-on analysis of actual financial data Accessible coverage of statistical methods Exercises to reinforce concepts

Table of Contents

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.

by "Nielsen BookData"

• NCID: BC02626940
• ISBN:
  • 9781138599499
• LCCN: 2019956114
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xix, 645 p.
• Size: 25 cm
• Classification:
  • DC23 : 332.0151955
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Finance -- Econometric models
  • LCSH : R (Computer program language)
• Parent Bibliography ID:
  • BA22776704
  • BB04603869