{"product_id":"modeling-financial-time-series-with-splus-9780387279657","title":"Modeling Financial Time Series with S-PLUS","description":"\u003cp\u003eThe field of financial econometrics has exploded over the last decade. This book represents an integration of theory  methods  and examples using the S-PLUS statistical modeling language and the SFinMetrics module to facilitate the practice of financial econometrics. This 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. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This second edition is updated to cover SFinMetrics 2.0 and includes new chapters on copulas  nonlinear regime switching models  continuous-time financial models  generalized method of moments  semi-nonparametric conditional density models  and the efficient method of moments. From the reviews of the second edition:  \"It provides theoretical and empirical discussions on exhaustive topics in modern financial econometrics  statistics and time series.  it is definitely a good reference book for use in studying and\/or researching in modern empirical finance  .\" (T. S. Wirjanto  Short Book Reviews  Vol. 26 (1)  2006) \"...It is a pleasure to strongly recommend this text  and to include statisticians such as myself among the pleased audience.\" (Thomas L. Burr for Techommetrics  Vol. 49  No. 1  February 2007)\u003c\/p\u003e","brand":"My Store","offers":[{"title":"Default Title","offer_id":45648338452533,"sku":"ByrdShop_0387279652","price":67.64,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0627\/8139\/0901\/files\/9780387279657.jpg?v=1781716391","url":"https:\/\/atxbooks.com\/products\/modeling-financial-time-series-with-splus-9780387279657","provider":"ATX Books","version":"1.0","type":"link"}