[R-SIG-Finance] Statistical Analysis of Financial Data in S-Plus

[ngottlieb at marinercapital.com]

Dan:

I glanced at the referenced book you mentioned, seems to cover, based on
Table of contents,
Appropriate material.

Also on Amazon found this book which has some good stuff too
specifically
Referencing specific modeling such as Barra.
http://www.amazon.com/Modeling-Financial-Time-S-PLUS%C2%AE-Zivot/dp/0387
279652/ref=pd_bxgy_b_img_b/104-4888076-6520702


There really is no one book that fits it all, so I tend to build a
reference library of books.

Of course the primary book that is important to use S is Brian Ripley
and Venables book,
"Modern Applied Statistics with S-Plus", commonly referred to as MASS.

Another good book is Ruey S. Tsay's book, " Analysis of Financial Time
Series", also available
On Amazon.

Last it would behoove you to obtain a book such as Prof William Sharpe's
book on Investments.
http://www.amazon.com/Investments-6th-William-Sharpe/dp/0130101303/ref=s
r_1_4/104-4888076-6520702?ie=UTF8&s=books&qid=1192026000&sr=1-4

He is one of the best writers in this area of finance and makes the
subject matter approachable.

Good Luck! :)
Neil
 

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Dan Avery
Sent: Wednesday, October 10, 2007 9:43 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] Statistical Analysis of Financial Data in
S-Plus

Hi all,
I have just started using R for investigating stock returns. I bought
the Carmona book about a year ago and have finally got comfortable
enough with R to begin going through the book. I've searched on the
R-Help mailing list and the achieves of this list but don't see anything
on using the Evanesce library in R.  A few questions:

1) is it possible to use this library in R - if so how?
2) are there other R packages that provide the same functions as
Evanesce? 
3) are there other books that are better suited to R and learning this
type of analysis?

Thanks in advance.

Dan Avery

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