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Modeling Financial Time Series with S-PLUS
The 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 S+FinMetrics 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 ...
Computational Finance and Financial Econometrics
This book presents mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. The tools are used to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. The author explains how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.
Handbook of Financial Time Series
The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
Modeling Financial Time Series with S-PLUS®
This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. It 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 edition covers S+FinMetrics 2.0 and includes new chapters.
Econometric Theory and Practice
The essays in this book explore important theoretical and applied advances in econometrics.
Making Faces, Playing God
Wearing a mask—putting on another face—embodies a fundamental human fantasy of inhabiting other bodies and experiencing other lives. In this extensively illustrated book, Thomas Morawetz explores how the creation of transformational makeup for theatre, movies, and television fulfills this fantasy of self-transformation and satisfies the human desire to become "the other." Morawetz begins by discussing the cultural role of fantasies of transformation and what these fantasies reveal about questions of personal identity. He next turns to professional makeup artists and describes their background, training, careers, and especially the techniques they use to create their art. Then, with numerous before-during-and-after photos of transformational makeups from popular and little-known shows and movies, ads, and artist's demos and portfolios, he reveals the art and imagination that go into six kinds of mask-making—representing demons, depicting aliens, inventing disguises, transforming actors into different (older, heavier, disfigured) versions of themselves, and creating historical or mythological characters.
Conceptual Econometrics Using R
Conceptual Econometrics Using R, Volume 41 provides state-of-the-art information on important topics in econometrics, including quantitative game theory, multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, productivity and financial market jumps and co-jumps, among others. - Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society - Includes descriptions and links to resources and free open source R, allowing readers to not only use the tools on their own data, but also jumpstart their understanding of the state-of-the-art
bookdown
bookdown: Authoring Books and Technical Documents with R Markdown presents a much easier way to write books and technical publications than traditional tools such as LaTeX and Word. The bookdown package inherits the simplicity of syntax and flexibility for data analysis from R Markdown, and extends R Markdown for technical writing, so that you can make better use of document elements such as figures, tables, equations, theorems, citations, and references. Similar to LaTeX, you can number and cross-reference these elements with bookdown. Your document can even include live examples so readers can interact with them while reading the book. The book can be rendered to multiple output formats, i...
Analysis of Financial Time Series
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.
The Cooperstown Symposium on Baseball and American Culture, 2002
This is an anthology of 24 papers that were presented at the Fourteenth Cooperstown Symposium on Baseball and American Culture, held in June 2002, and co-sponsored by the State University of New York at Oneonta and the National Baseball Hall of Fame and Museum. Subsequent to initial presentation, papers were revised and edited for publication. The anthology is divided into five parts: Timebend: Baseball as History; The Business of Baseball; Race: Soul of the Game; Baseball Media: Literature, Journalism, and Cinema; and Baseball Culture: Age, Sexuality, and Religion. Timebend: Baseball as History ruminates on the lingering resonance of the game's past. The Business of Baseball examines sport from a commercial perspective. Race: Soul of the Game chronicles the African-American experience in baseball. Baseball Media: Literature , Journalism, and Cinema analyzes depictions of the game in the popular arts. Baseball Culture: Age, Sexuality, and Religion explores the social fabric of sport. Each part contains multiple essays related by theme and topic. A guide to the paper follows.
