[R] Re: help: reference & book

roger bos roger.bos at gmail.com
Wed Jun 1 19:06:02 CEST 2005


Your question is kind of broad, but two books I like are "Statistical
Analysis of Financial Data in S-Plus" by Rene A. Carmona (Springer)
and "Modeling Financial Time Series With S-Plus" by Eric Zivot and
Jiahue Wang.  The last one is an Insightful publication and is
basically the user's guide for their S+Finmetrics product, but even
w/o Finmetrics its a worthwhile read.

HTH,

Roger


On 6/1/05, Weiwei Shi <helprhelp at gmail.com> wrote:
> I am interested in stock market. My model is built on s/p500.
> 
> Sorry for the uncleaness.
> 
> weiwei
> 
> On 6/1/05, Weiwei Shi <helprhelp at gmail.com> wrote:
> > Hi, listers:
> > I am really in need for some good books on financial market analysis,
> > better with R. Can anyone help?
> > Thanks.
> >
> > weiwei
> >
> 
> 
> --
> Weiwei Shi, Ph.D
> 
> "Did you always know?"
> "No, I did not. But I believed..."
> ---Matrix III
> 
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