Time Series - Applications to Finance with R and S-Plus - Hardback - 2010

The author is well known for his clear, concise, and authentic presentation. Two new chapters now appear on Bayesian methods and arbitrage statistics. Special emphasis is placed on applications from around the world, including, but not limited to, Asia China and Europe.
Year of publication: 2010
Pagination: 330 pages, Illustrations
Format: Hardback