Modeling Financial Time Series with S-PLUS®
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Published By Springer-Verlag

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Long Memory Time Series Modeling

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_8 ◽

2006 ◽

pp. 271-311

Keyword(s):

Time Series ◽

Long Memory ◽

Time Series Modeling ◽

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

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_2 ◽

2006 ◽

pp. 15-55

Keyword(s):

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Term Structure of Interest Rates

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_16 ◽

2006 ◽

pp. 617-634

Keyword(s):

Interest Rates ◽

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Vector Autoregressive Models for Multivariate Time Series

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_11 ◽

2006 ◽

pp. 385-429 ◽

Keyword(s):

Time Series ◽

Multivariate Time Series ◽

Autoregressive Models ◽

Vector Autoregressive Models ◽

Vector Autoregressive

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Systems of Regression Equations

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_10 ◽

2006 ◽

pp. 361-383

Keyword(s):

Regression Equations

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Time Series Regression Modeling

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_6 ◽

2006 ◽

pp. 181-222

Keyword(s):

Time Series ◽

Regression Modeling ◽

Time Series Regression

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Modeling Extreme Values

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_5 ◽

2006 ◽

pp. 141-179

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Unit Root Tests

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_4 ◽

2006 ◽

pp. 111-139

Keyword(s):

Unit Root ◽

Unit Root Tests

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Continuous-Time Models for Financial Time Series

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_20 ◽

2006 ◽

pp. 759-783

Keyword(s):

Time Series ◽

Continuous Time ◽

Financial Time Series ◽

Financial Time ◽

Continuous Time Models

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Robust Change Detection

Modeling Financial Time Series with S-PLUS® ◽

10.1007/0-387-32348-1_17 ◽

2006 ◽

pp. 635-652

Keyword(s):

Change Detection

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