(2003). Modeling Financial Time Series with S-Plus. Springer- Verlag, New York.Zivot, E. and Wang, J. (2007). Modeling Financial Time Series with S-Plus. 2nd ed. Springer, New York.Eric Zivot,Jiahui Wang. Modeling Financial Time Series with S-PLUS[M].Springer-verlag,2002.131-166....
Modeling Financial Time Series with S-Plus.Zivot, E. and J. Wang (2006), Modeling Financial Time Series with S-PLUS (Second Edition), Springer-Verlag.Zivot, E. and J. Wang (2006), Modeling Financial Time Series with S-Plus, Springer, New York....
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Modeling Financial Time Series with S-Plus® Eric Zivot& Jiahui Wang 1113Accesses Abstract One of the goals of financial risk management is the accurate calculation of the magnitudes and probabilities of large potential losses due to extreme events such as stock market crashes, currency crises, tr...
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Peirano (2008) The ups and downs of the renormalization group applied to financial time series. arXiv:0807.4163D. Challet and P.P. Peirano, The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures, submitted (2012) [arXiv:0807.4163]....
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