R in finance and economics : A beginner's guide /

Singh, Abhay Kumar

R in finance and economics : A beginner's guide / Abhay Kumar Singh and David Edmund Allen - 1st ed. - London : World Scientific, 2021. - xvii, 245 p.: ill. ; 24 cm.

1.Introduction
2. Data objects in R
3. Data handling in R
4. R programming and control flow
5. Data exploration
6. Graphics in R
7. Regression analysis-I
8. Regression analysis-II
9. Time series analysis
10. Extreme value theory modelling
11. Introduction to multivariate analysis using copulas

This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. 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.

9780000989048


Datenanalyse
Economics Software
Finance Software

330.028 / SIN