000 01622nam a22002537a 4500
003 CUTN
005 20231004175837.0
008 231004b |||||||| |||| 00| 0 eng d
020 _a9780000989048
041 _aEnglish
082 _223
_a330.028
_bSIN
100 _aSingh, Abhay Kumar
245 _aR in finance and economics :
_bA beginner's guide /
_cAbhay Kumar Singh and David Edmund Allen
250 _a1st ed.
260 _aLondon :
_bWorld Scientific,
_c2021.
300 _a xvii, 245 p.:
_bill. ;
_c24 cm.
505 _a1.Introduction 2. Data objects in R
_t3. Data handling in R 4. R programming and control flow
_t5. Data exploration 6. Graphics in R
_t7. Regression analysis-I 8. Regression analysis-II
_t9. Time series analysis 10. Extreme value theory modelling
_t11. Introduction to multivariate analysis using copulas
520 _aThis 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.
650 _aDatenanalyse
650 _aEconomics Software
650 _aFinance Software
700 _aAllen, D. E.
942 _2ddc
_cBOOKS
999 _c39840
_d39840