Book review of: E. Zivot and J. Wang, Modeling financial time series with S-PLUS.

DOI10.1007/s10182-006-0013-yzbMath1417.00023OpenAlexW1591136447MaRDI QIDQ878287

N. E. Zubov

Publication date: 26 April 2007

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-006-0013-y

Mathematics Subject Classification ID

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

Uses Software

• R
• S-PLUS
• StFinMetrics

Cites Work

• S-PLUS

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