Ebook Statistics and data analysis for financial engineering with R examples (Second edition): Part 2

Continued part 1, part 2 of ebook "Statistics and data analysis for financial engineering with R examples" provides readers with contents including: time series models basics; time series models further topics; GARCH models; cointegration; portfolio selection; the capital asset pricing model; factor models and principal components; risk management; bayesian data analysis and MCMC; nonparametric regression and splines;...

Từ khóa: Statistics and data analysis for financial engineering, Financial engineering, Time series models, GARCH models, Risk management, Bayesian data analysis