R in Finance and Economics: A Beginner's Guide - Couverture rigide

Singh, Abhay Kumar; Allen, David Edmund

Couverture rigide

ISBN 10 : 9813144467 ISBN 13 : 9789813144460

Editeur : World Scientific Publishing Co Pte Ltd, 2017

Synopsis

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.

A propos du livre

Revue de presse

One of the best R guides on the market! Although written for beginners, advanced users also will learn a lot. --Ostap Okhrin, Chair of Statistics and Econometrics, Dresden University of Technology, Germany

This excellent book provides an accessible introduction to the use of R for empirical research in finance and economics. It includes an introduction to the basics of programming and data handling in R, and graphical and basic statistical analyses, before proceeding to a discussion of more complex modelling in finance and economics. The book should be invaluable to students, researchers, and practitioners who want to use R as a research tool in a number of disciplines, especially in economics and finance. --Michael McAleer, University Distinguished Chair Professor, National Tsing Hua University, Taiwan

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 9813144467
• ISBN 13: 9789813144460
• Reliure: Relié
• Nombre de pages: 264
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible