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

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Tue Jun 16 09:31:07 CEST 2009

Hello Michael,

though I dislike self-advertisment, but the following one might also be useful for your purposes:

Bernhard Pfaff. Analysis of Integrated and Cointegrated Time Series with R, Second Edition. Springer, New York, 2nd edition, 2008. ISBN 978-0-387-75966-1.



>-----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
>Thanks a lot!
>R-SIG-Finance at stat.math.ethz.ch mailing list
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