Modeling Financial Time Series with S-Plus®
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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

2003 ◽  
pp. 609-626
Author(s):  
Eric Zivot ◽  
Jiahui Wang
Keyword(s):  
Change Detection

Unit Root Tests

2003 ◽  
pp. 105-127
Author(s):  
Eric Zivot ◽  
Jiahui Wang
Keyword(s):  
Unit Root ◽  
Unit Root Tests

S and S-PLUS

2003 ◽  
pp. 1-14
Author(s):  
Eric Zivot ◽  
Jiahui Wang

Univariate GARCH Modeling

2003 ◽  
pp. 209-255 ◽  
Author(s):  
Eric Zivot ◽  
Jiahui Wang
Keyword(s):  
Garch Modeling

Modeling Extreme Values

2003 ◽  
pp. 129-165
Author(s):  
Eric Zivot ◽  
Jiahui Wang
Keyword(s):  
Extreme Values

Cointegration

2003 ◽  
pp. 415-460 ◽  
Author(s):  
Eric Zivot ◽  
Jiahui Wang
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