Modeling Financial Time Series with S-Plus®
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17

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Published By Springer New York

9780387916248, 9780387217635

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Robust Change Detection

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_17 ◽

2003 ◽

pp. 609-626

Author(s):

Eric Zivot ◽

Jiahui Wang

Keyword(s):

Change Detection

Unit Root Tests

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_4 ◽

2003 ◽

pp. 105-127

Author(s):

Eric Zivot ◽

Jiahui Wang

Keyword(s):

Unit Root ◽

Unit Root Tests

Time Series Specification, Manipulation, and Visualization in S-PLUS

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_2 ◽

2003 ◽

pp. 15-55

Author(s):

Eric Zivot ◽

Jiahui Wang

Keyword(s):

Time Series

Term Structure of Interest Rates

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_16 ◽

2003 ◽

pp. 591-608

Author(s):

Eric Zivot ◽

Jiahui Wang

Keyword(s):

Interest Rates ◽

Term Structure

Systems of Regression Equations

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_10 ◽

2003 ◽

pp. 347-368

Author(s):

Eric Zivot ◽

Jiahui Wang

Keyword(s):

Regression Equations

S and S-PLUS

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_1 ◽

2003 ◽

pp. 1-14

Author(s):

Eric Zivot ◽

Jiahui Wang

Univariate GARCH Modeling

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_7 ◽

2003 ◽

pp. 209-255 ◽

Cited By ~ 1

Author(s):

Eric Zivot ◽

Jiahui Wang

Keyword(s):

Garch Modeling

Modeling Extreme Values

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_5 ◽

2003 ◽

pp. 129-165

Author(s):

Eric Zivot ◽

Jiahui Wang

Keyword(s):

Extreme Values

Multivariate GARCH Modeling

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_13 ◽

2003 ◽

pp. 461-498

Author(s):

Eric Zivot ◽

Jiahui Wang

Keyword(s):

Multivariate Garch ◽

Garch Modeling

Cointegration

Modeling Financial Time Series with S-Plus® ◽

10.1007/978-0-387-21763-5_12 ◽

2003 ◽

pp. 415-460 ◽

Cited By ~ 1

Author(s):

Eric Zivot ◽

Jiahui Wang