Statistical analysis of financial data in R

DOI10.1007/978-1-4614-8788-3MaRDI QIDQ2849599zbMATH OpenOpenAlexFDO

Authors René Carmona

Publication date 20 September 2013

Published in Springer Texts in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-8788-3

zbMATH Keywords

time series analysisR environmentfinancial data modelingregression analysis, multivariate kernel regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Numerical solutions to stochastic differential and integral equations (65C30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Recommendations

• Scientific article; zbMATH DE number 2104240
• Analysis of financial time series
• An introduction to analysis of financial data with R.
• Modeling Financial Time Series with S-PLUS®
• Statistics and Data Analysis for Financial Engineering

Cited in

(12)

• Complementarity of information obtained by Kolmogorov and Aksentijevic-Gibson complexities in the analysis of binary time series
• R as a tool in computational finance
• Nonparametric finance
• Statistical analysis of financial data. With examples in R
• Statistics and Data Analysis for Financial Engineering
• Quantile regression for cross-sectional and time series data. Applications in energy markets using R
• A model-free, non-parametric method for density determination, with application to asset returns
• Online Portfolio Optimization with Risk Control
• scientific article; zbMATH DE number 2104240 (Why is no real title available?)
• Statistical modeling using local Gaussian approximation
• Financial risk modelling and portfolio optimization with R
• An introduction to analysis of financial data with R.

Describes a project that uses

Uses Software

• R
• S-PLUS
• EVANESCE

This page was built for publication: Statistical analysis of financial data in R

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2849599)