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R In Finance And Economics: A Beginner's Guide
Abhay Kumar SinghDavid Edmund Allen
出版World Scientific Publishing Company, 2016-12-14
主題Business & Economics / StatisticsBusiness & Economics / EconometricsBusiness & Economics / Finance / Financial Engineering
ISBN98131444839789813144484
URLhttp://books.google.com.hk/books?id=LlEyDwAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples. It will enable students to use R for data cleaning, data visualization and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), Copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. using a range of data sets and examples.