Singh, Abhay Kumar

R in finance and economics : a beginner's guide / Abhay Kumar Singh, D. E. Allen - New Jersey : World Scientific, 2017 - xvii, 245 pages : illustrations ; 24 cm.

Preface
Introduction
Data objects in R
Data handling in R
R programming and control flow
Data exploration
Graphics in R
Regression analysis-I
Regression analysis-II
Time series analysis
Extreme value theory modelling
Introduction to multivariate analysis using copulas
Bibliography
Index

"This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. 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."

9780000989048


Economics software
Finance software
R (Computer program language)

330.028 / SIN