Volatility and Volatility Models with R: Basics, Analysis and Modelling
One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease.
Yazar | Prashant Joshi |
---|---|
Yayın Evi | LAP LAMBERT Academic Publishing |
Dil | İngilizce |
Almanca Leopold Classic Library LAP LAMBERT Academic Publishing CreateSpace Independent Publishing Platform İngilizce Türkçe İspanyolca Emily Grace J B SBoon J B Boon Fransızca Independently published Icon Group International Gale, U.S. Supreme Court Records Additional Contributors Rusça Book on Demand Ltd. J Saosa
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Baskı Detayları
Yazar | Prashant Joshi |
---|---|
İsbn 10 | 365958018X |
İsbn 13 | 978-3659580185 |
Yayın Evi | LAP LAMBERT Academic Publishing |
Dil | İngilizce |
Boyutlar ve boyutlar | 15 x 0,6 x 22 cm |
tarafından gönderildi Volatility and Volatility Models with R: Basics, Analysis and Modelling | 28 Temmuz 2014 |
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