Modeling Financial Time Series with SPLUS,Used

Modeling Financial Time Series with SPLUS,Used

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The field of financial econometrics has exploded over the last decade. This book represents an integration of theory, methods, and examples using the SPLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of SPLUS 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 SPLUS and a solid grounding in basic statistics and time series concepts.This second edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuoustime financial models, generalized method of moments, seminonparametric 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)

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We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.

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To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.

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Warranty

We provide a 2-year limited warranty, from the date of purchase for all our products.

If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.

This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).

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