R in finance and economics : A beginner's guide / Abhay Kumar Singh and David Edmund Allen

By:

Singh, Abhay Kumar

Contributor(s):

Allen, D. E

Material type:

TextLanguage: English Publication details: London : World Scientific, 2021.Edition: 1st edDescription: xvii, 245 p.: ill. ; 24 cmISBN:

9780000989048

Subject(s):

DDC classification:

23 330.028 SIN

Contents:

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

Summary: 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.

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Holdings
Cover image	Item type	Current library	Home library	Collection	Shelving location	Call number	Materials specified	Vol info	URL	Copy number	Status	Notes	Date due	Barcode	Item holds	Item hold queue priority	Course reserves
	General Books	CUTN Central Library Social Sciences		Non-fiction		330.028 SIN (Browse shelf(Opens below))					Available			47831

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.

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