서지주요정보
Statistical Analysis of Financial Data in R
서명 / 저자 Statistical Analysis of Financial Data in R [electronic resource] / by René Carmona.
저자명 Carmona, René. author.
단체명 SpringerLink (Online service)
판사항 2nd ed. 2014.
발행사항 New York, NY : Springer New York : Imprint: Springer, 2014.
총서명 Springer Texts in Statistics, 1431-875X
Online Access 라이센스 없음

서지기타정보

서지기타정보
ISBN 9781461487883
기타 표준번호 10.1007/978-1-4614-8788-3
청구기호 QA276-280
형태사항 XVII, 588 p. 187 illus., 37 illus. in color. online resource.
언어 English
내용 Univariate Data Distributions -- Heavy Tail Distributions -- Dependence and Multivariate Data Exploration -- Parametric Regression -- Local and Nonparametric Regression -- Time Series Models -- Multivariate Time Series, Linear Systems and Kalman Filtering -- Nonlinear Time Series: Models and Simulation -- Appendices -- Indices.
주제 Statistics.
Economics, Mathematical.
Statistics.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Statistical Theory and Methods.
Quantitative Finance.
보유판 및 특별호 저록 Springer eBooks
Printed edition: 9781461487876
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