[R-SIG-Finance] an opinion question

[Mark Leeds]

Hi Erin: Eric Zivot's S+Finmetrics book provides a good intro to the
various topics. It's probably more than 10 years old now but not much has
changed as far as the topics.
( maybe techniques have ).  Then, if you want to dig deeper into any of the
topics he presents, he's got the references in each chapter. There are
other R based books that
are more recent but I can't say anything about them because I haven't
looked at them. Good luck.


Mark

P.S: For me, Hamilton's text is still the bible for non-dynamic time
series. Nerlove, Grether
and Carvalho is  a great dynamic time series book that doesn't get much
street cred.
I guess because it's  contains mostly farming applications ?





















On Thu, Sep 1, 2016 at 2:18 PM, Erin Hodgess <erinm.hodgess at gmail.com>
wrote:

> Dear R Finance People:
>
> At one point in time, I knew a little bit about finance/econometrics; in
> terms of copulas, heavy tailed distributions, etc.
>
> Now I find myself needing to update my knowledge of finance.  What are the
> best resources that you might recommend, please?
>
> I was looking at some of the slides/html's from the R/Finance meeting and
> they look fascinating, particularly the Tessera.
>
>
> Thank you for your help.
> Sincerely,
> Erin
>
>
> --
> Erin Hodgess
> Associate Professor
> Department of Mathematical and Statistics
> University of Houston - Downtown
> mailto: erinm.hodgess at gmail.com
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

	[[alternative HTML version deleted]]