A complete set of statistical tools for beginning financial analysts
from a leading authority Written by one of the leading experts on the
topic, An Introduction to Analysis of Financial Data with R explores
basic concepts of visualization of financial data. Through a
fundamental balance between theory and applications, the book supplies
readers with an accessible approach to financial econometric models
and their applications to real-world empirical research. The author
supplies a hands-on introduction to the analysis of financial data
using the freely available R software package and case studies to
illustrate actual implementations of the discussed methods. The book
begins with the basics of financial data, discussing their summary
statistics and related visualization methods. Subsequent chapters
explore basic time series analysis and simple econometric models for
business, finance, and economics as well as related topics including:
Linear time series analysis, with coverage of exponential smoothing
for forecasting and methods for model comparison Different approaches
to calculating asset volatility and various volatility models
High-frequency financial data and simple models for price changes,
trading intensity, and realized volatility Quantitative methods for
risk management, including value at risk and conditional value at risk
Econometric and statistical methods for risk assessment based on
extreme value theory and quantile regression Throughout the book, the
visual nature of the topic is showcased through graphical
representations in R, and two detailed case studies demonstrate the
relevance of statistics in finance. A related website features
additional data sets and R scripts so readers can create their own
simulations and test their comprehension of the presented techniques.
An Introduction to Analysis of Financial Data with R is an excellent
book for introductory courses on time series and business statistics
at the upper-undergraduate and graduate level. The book is also an
excellent resource for researchers and practitioners in the fields of
business, finance, and economics who would like to enhance their
understanding of financial data and today's financial markets.
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Produktdetaljer
ISBN
9781119013464
Publisert
2018
Utgave
1. utgave
Utgiver
Vendor
Wiley Professional, Reference & Trade
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter