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Modeling Financial Time Series with S-Plus® · Study

WorkModeling Financial Time Series with S-Plus®

Eric W. Zivot2003

Work2003

Modeling Financial Time Series with S-Plus®

Eric W. Zivot · Jiahui Wang

134 citations·0/0 files stored·DIAL (Catholic University of Leuven)

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Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Data Analysis with R

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References

1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Year2003

Typeother

Published2003-01-01

VenueDIAL (Catholic University of Leuven)

Languageen

Citations134

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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openalex_workW4235700536

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