Statistical analysis of financial data. With examples in R

DOI10.1201/9780429485602MaRDI QIDQ5215256zbMATH OpenOpenAlexFDO

Authors James E. Gentle

Publication date 7 February 2020

Full work available at URL https://doi.org/10.1201/9780429485602

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91Gxx)

Recommendations

• Statistical analysis of financial data in R
• Statistics and Data Analysis for Financial Engineering
• An introduction to analysis of financial data with R.
• Statistics and Data Analysis for Financial Engineering
• Statistical models and methods for financial markets

Cited in

(8)

• Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions
• An introduction to analysis of financial data with R.
• R as a tool in computational finance
• scientific article; zbMATH DE number 2104240 (Why is no real title available?)
• Statistics and Data Analysis for Financial Engineering
• Tidy Finance with R
• Mean robust optimization
• Bayesian smoothing for time-varying extremal dependence

Describes a project that uses

Uses Software

• R

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5215256)