[R-SIG-Finance] hands-on book on financial time series with R?

spencerg spencer.graves at prodsyse.com
Mon Jun 15 19:15:18 CEST 2009


Also: Wuertz, et al. (2009) Portfolio Optimization with R/Rmetrics
(ebook, obtainable for 88 CHF / ~ 84 USD from
http://www.rmetrics.org/ebook.htm).

This is a companion to the Rmetrics project, so it covers that and
perhaps not other time series capabilities in R.

Spencer

Bastian.Offermann at zzgmbh.at wrote:
> R:
>
> Time Series Analysis: With Applications in R (Springer Texts in Statistics) by Jonathan D. Cryer and Kung-Sik Chan 
>
>
> Not R, but S-Plus
>
> Modeling Financial Time Series with S-PLUS(r) by Eric Zivot and Jiahui Wang 
> Statistical Analysis of Financial Data in S-PLUS by Rene A. Carmona 
>
> -----Ursprüngliche Nachricht-----
> Von: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] Im Auftrag von Michael
> Gesendet: Montag, 15. Juni 2009 18:20
> An: r-sig-finance at stat.math.ethz.ch
> Betreff: [R-SIG-Finance] hands-on book on financial time series with R?
>
>
> Hi all,
>
> I am looking for pointers to good books on financial time series with R, so I could do some experiments while learning financial time series...
>
> Thanks a lot!
>
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