[R] [R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications

[Spencer Graves]

      One book is Ruey Tsay (2005)  Analysis of Financial Time Series, 
2nd ed. (Wiley).  The R package "FinTS" provides script files to that 
show how to work some of the example in the book. 

      Try also "RSiteSearch" (www.r-project.org -> search PLUS the 
"RSiteSearch" function in R) for more options, as Brian Peterson 
suggested. 

      Good Luck. 
      Spencer Graves

Brian G. Peterson wrote:
> Michael wrote:
>> Hi all,
>>
>> Please recommend good books for the following three categories. (I am
>> aim at finance, macroeconomics, trading and business applications).
>>
>> (1) statistical (financial) data analysis;
>> (2) time series;
>> (3) econometrics.
>>
>> More specifically, I am looking for the following two types of books:
>>
>> (1) Books that provide big pictures and intuitions and books that
>> connect dots...
>>
>> For example, there are lots of statistics books(e.g. regression,
>> etc.), time series, and econometrics books, many of them are quite
>> mathematical. I am myself from a quantitative background so I don't
>> have problem understanding the math, however I am looking for
>> resources that provide big pictures and intuitions and books that
>> connect dots together, books that compare the differences and
>> similarities and books that talks about why and how (e.g. why ARMA,
>> why "log", why GARCH, etc. ) and books talk about when things get
>> wrong and why and how to fix...
>>
>> (2) Books with meaningful finance, macroeconomics, trading and
>> business applications.
>
> This topic, in almost exactly the same request, comes up frequently on 
> this list.  I suggest that you search the list archives.
>
> Regards,
>
>     - Brian
>