R in finance and economics :
Singh, Abhay Kumar, 1958-
R in finance and economics : a beginner's guide / Abhay Kumar Singh, Edith Cowan University, Australia, David Edmund Allen, University of Sydney, Australia. - Singapore, World Scientific Publishing Co., 2017, - xvii, 245 pages : illustrations ; 24 cm
This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples. It will enable students to use R for data cleaning, data visualization and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), Copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. using a range of data sets and examples.
Includes bibliographical references (pages 235-241) and index.
9789813144460 (hc : alk. paper) 9789813144460
Finance
Economics
Data Objects in R
Data structure in R
R Programming and Control Flow
Graphics in R
Regression Analysis - I
Time Series Analysis
Extreme Value Theory Modelling
Introduction to Multivariate Analysis using Copulas
R (Computer program language)--Software.--Software.
330.028 / SIN
R in finance and economics : a beginner's guide / Abhay Kumar Singh, Edith Cowan University, Australia, David Edmund Allen, University of Sydney, Australia. - Singapore, World Scientific Publishing Co., 2017, - xvii, 245 pages : illustrations ; 24 cm
This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples. It will enable students to use R for data cleaning, data visualization and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), Copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. using a range of data sets and examples.
Includes bibliographical references (pages 235-241) and index.
9789813144460 (hc : alk. paper) 9789813144460
Finance
Economics
Data Objects in R
Data structure in R
R Programming and Control Flow
Graphics in R
Regression Analysis - I
Time Series Analysis
Extreme Value Theory Modelling
Introduction to Multivariate Analysis using Copulas
R (Computer program language)--Software.--Software.
330.028 / SIN