R in finance and economics : a beginner's guide / Abhay Kumar Singh, Edith Cowan University, Australia, David Edmund Allen, University of Sydney, Australia.
Material type: TextLanguage: English Publication details: Singapore, World Scientific Publishing Co., 2017,Description: xvii, 245 pages : illustrations ; 24 cmISBN:- 9789813144460 (hc : alk. paper)
- 9789813144460
- 330.028 23 SIN
Item type | Current library | Collection | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
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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