Volatility and Volatility Models with R : Basics, Analysis and Modelling
Language: English
Published by LAP LAMBERT Academic Publishing, 2014
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 48.62
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Add to basketItem description from seller
nach der Bestellung gedruckt Neuware - Printed after ordering - 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.
Seller Inventory # 9783659580185
- Title
- Volatility and Volatility Models with R : Basics, Analysis and Modelling
- Author
- Prashant Joshi
- Publisher
- LAP LAMBERT Academic Publishing
- Publication year
- 2014
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 365958018X
- ISBN 13
- 9783659580185
- Item weight
- 167 grams
- Dimensions
- 220x150x6 mm
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About the Author
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