[R-sig-finance] help: reference & book

[Weiwei Shi]

Here you go:

<start>
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


The book  depends on your model. for example , if you are interested
in modelling technical analysis you can refer to this book:
 
Technical Analysis of the Financial Markets: A Comprehensive Guide to
Trading Methods and Applications
by John J. Murphy
 
Technical Analysis of Stock Trends, 8th Edition
by Robert D. Edwards, John Magee, W. H. C. Bassetti (Editor)
 
if you are interested in fundamental analysis you could refer to this one:
A Complete Guide to the Futures Markets : Fundamental Analysis,
Technical Analysis, Trading, Spreads, and Options
by Jack D. Schwager
 
 if you are interested in agent based models you could refer to for
example Santa Fe models in this page:
http://ideas.repec.org/p/bfe/wpsbfi/wpa2004.html
 
 
Amir
 
What kind of model is that? If you want to measure its volatility, maybe
you should try Engle's "ARCH selected readings" and in addition to that
documentation of rmetrics available at rmetrics.org.

Best regards,
Wojtek

For a good non-R specific book, I always recommend Carol Alexander's
"Market Models: A Guide to Financial Data Analysis", John Wiley &
Sons. It's much better than the two R-specific ones *if you're new to
the topic*.

Enrique

<end>

On 6/2/05, Flatman <flatman at swing.be> wrote:
> Weiwei Shi <helprhelp at gmail.com> writes:
> 
> > Thank you so much for everyone's replies. I hope I can read all if my
> > wallet allows me :)
> >
> 
> 
> 
> Would you mind sending a list of all the books that were mentioned to you ?
> I lost some posts ...
> 
> 
> Thanks
> Erik
> 


-- 
Weiwei Shi, Ph.D

"Did you always know?"
"No, I did not. But I believed..."
---Matrix III