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Book review of: E. Zivot and J. Wang, Modeling financial time series with S-PLUS. (English) Zbl 1417.00023

Review of [Zbl 1092.91067].

MSC:

00A17 External book reviews
91-02 Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91B84 Economic time series analysis
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05 Applications of statistics to actuarial sciences and financial mathematics
91-04 Software, source code, etc. for problems pertaining to game theory, economics, and finance

Citations:

Zbl 1092.91067

Software:

StFinMetrics; S-PLUS; R
Full Text: DOI