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R in finance and economics : a beginner's guide / Abhay Kumar Singh, Edith Cowan University, Australia, David Edmund Allen, University of Sydney, Australia.

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Singapore, World Scientific Publishing Co., 2017,Description: xvii, 245 pages : illustrations ; 24 cmISBN:
  • 9789813144460 (hc : alk. paper)
  • 9789813144460
Subject(s): DDC classification:
  • 330.028 23 SIN
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Holdings
Item type Current library Collection Call number Status Date due Barcode
General Books General Books CUTN Central Library Social Sciences Non-fiction 330.028 SIN (Browse shelf(Opens below)) Available 33868

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.

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