Modeling Financial Time Series with S-PLUS®

Book Description

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts.

This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments.

Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics.

Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.

Customer Reviews:

Good summary of models and live examples.......2007-08-14

I side with Yin Luo: this book is a good mixture of basic theory and fairly complicated, real-life examples. Actually, it can even be used as a tool to refresh one's theoretical "model specification database" because it covers a wide range of many families of models in a single book. However, being mainly a S+FinMetrics manual, it doesn't go so far as to show how to make a choice among a few competing models. Apparently, one has to have a certain theoretical background before he/she can benefit from the undoubtedly great power of S+FinMetrics.

Great applied econometrics book, even without FinMetrics!.......2006-10-09

Zivot and Wang have done a phenomenal job of covering intermediate to advanced topics in econometrics along with the S programming language. Extensive literature reviews are coupled with robust examples and mathematics, and topped off with S code. I am a quantitative hedge fund manager, and I use the Open Source R package [..] and RMetrics [..]. I can adapt every single excercise in "Modeling Financial Time Series with S-PLUS" to use in R, and make use of them in my work. If I have one complaint it is that the book does not cover non-linear models like quantile regression or least squares, or optimization for much more than trivial two or three asset portfolios.

Deceptive Title.......2005-01-30

As other reviewers have mentioned, this book is useless without FinMetrics. It is merely a user manual for that package, and has hardly any intrinsic value on its own.

Useless without FinMetrics module.......2003-10-27

This book is useless without the S+FinMetrics module.I wish I knew that in advance. Moreover, you can download it for free on www.insightful.com

WITHOUT S+FinMetrics module.......2003-10-07

This book does NOT come with the S+FinMetrics module. This book contains reviews of advanced time series theory, however, without S+FinMetrics module some part of the book is not insightful. This book is also not of financilal econometrics because there is no financial theory. This is a very good time series book if it comes with S+FinMetrics module.

Book Description

This book comprehensively examines competition policy and law in Greater China--the People's Republic, Hong Kong, and Taiwan. The evolution of pro-competition policies in each jurisdiction is traced in the context of international developments in competition policy adoption by developing and transitional economies as well as the advocacy of competition adoption by the following international organizations- WTO, OECD, UNCTAD, the World Bank and the IMF. A theoretical explanation of the observed developments concludes that successful competition policy adoption is unlikely to succeed, without a functioning democratic system.

Book Description

In a vision of apocalyptic pessimism, this critical examination explores the multitude of economic, environmental, and social problems facing human civilization. A global situation of "planetary overload" has made our world alien, hostile, and increasingly out of control, distant from human culture and communities, and approaching a point of critical instability, after which a breakdown of civilization occurs.

Average customer rating:

It worked for me

SEO Hype vs. Solid Web Marketing

101 Ways to Boost Your Web Traffic

worth every penny

Solid Advice

101 Ways to Boost Your Web Traffic: Internet Marketing Made Easier, 3rd Edition
Thomas Wong
Manufacturer: Intesync
ProductGroup: Book
Binding: Paperback

Web Marketing | Business & Culture | Computers & Internet | Subjects | Books
General | Computers & Internet | Subjects | Books
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101 Ways to Promote Your Web Site: Filled with Proven Internet Marketing Tips, Tools, Techniques, and Resources to Increase Your Web Site Traffic (101 Ways series)

Streetwise Maximize Web Site Traffic: Build Web Site Traffic Fast and Free by Optimizing Search Engine Placement

Search Engine Optimization For Dummies, Second Edition (For Dummies (Computer/Tech))

Internet Marketing for Less Than $500/Year: How to Attract Customers and Clients Online Without Spending a Fortune

Increase Your Web Traffic in a Weekend,

ASIN: 0963834975

Book Description

If You Build It, Will They Come?

Too many Web site owners work on the if-you-build-it-they-will-come model for their Web sites. Unfortunately, those eagerly anticipated users don't always come. A Web site is a passive media with limited visibility until you actively market it to others.

Web marketing is a challenging and laborious activity. The exponential growth of the Internet has further compounded this problem as more and more Web sites are being added daily. How can you beat the crowd and attract the largest possible traffic to your Web site? Author Thomas Wong reveals the secrets used by world's top Internet marketing professionals in 101 WAYS TO BOOST YOUR WEB TRAFFIC. This powerful book spells out proven techniques that help you:

- Increase your Web traffic easily and quickly - Save time and money associated with Web marketing - Reach out to a larger, more targeted audience - Get others to buy your ideas, products, and services - Earn the fame and fortune you deserve

Your Web site can become as popular as the one you envy when you use 101 WAYS TO BOOST YOUR WEB TRAFFIC to get it noticed, listed, awarded, and visited by the millions of surfers on the Internet. You will learn how to bring them to your site and keep them coming back!

Customer Reviews:

It worked for me.......2005-10-26

I thoroughly enjoyed reading and applying the techniques in this well researched book. They can be broken down into three categories (1) New techniques: social networking, blogging, RSS, etc. (2) Popular techniques: search engine optimization, email marketing, viral marketing. (3) Outdated techniques: Usenet posting, autoresponder, etc. Overall, it's a solid book with up-to-date information. Highly recommended.

SEO Hype vs. Solid Web Marketing.......2005-07-05

It's interesting to note that SEO has become such a hype. There is no silver bullet to getting Web traffic as this book has pointed out. SEO techniques are essentially spamming on different levels. Google, Yahoo! and MSN change their algorithm routinely to combat spamming. So any technique that you use would give you high ranking for a while, then your site ranking would disappear. I like this book because it presents a wide and effective approach. Quality contents, for example, will give your site a high ranking on the long run. Two reasons: 1. search engines like them, and 2. people like them which prompt them to link and that helps raise ranking in search engines.

101 Ways to Boost Your Web Traffic.......2005-05-24

I recently purchased 3 books through Amazon for the purpose of improving my web site traffic. I purchased this one based on the reviews I read here. Boy! did I get taken.

This book has 10 chapters. Nine of them provide what I would call basic web site common sense and is oriented for an absolute beginner. The one chapter that has a bit of meat in it on how to modify your web pages to improve traffic just doesn't go into enough detail to be really worth while.

If you want a good book, with a lot of meat in it, get "Search Engine Optimization for Dummies." You get a great deal of information right from the first page and plenty of advice on how to help you.

worth every penny.......2004-07-27

great book for everyone in the field. wealth of information and resources on a wide range of topics. well written. this book keeps you interested all the way to the end as the author shares many creative ways to market to your desired audience. a must have, you will not regret this purchase.

Solid Advice.......2004-07-26

This book is best described as a do-it-yourself guide. Instead of paying someone else thousands of dollars, I'm able to get many more leads after applying just some of the techniques in the book. I find the book easy to understand and use. There is a tendency to think the techniques are too simple to be useful. The key, however, is to test them out. The ones that produce great results are usually the ones that appear to be simple.

101 Ways has helped me optimize my Web pages in a significant way. The advice on the use of Meta tags is a good example. I learn that most global search engines not longer use them. However, for international and intranet search engines, I will still need to set up web pages with meta tags. Solid advice like this is what motivates me to come back and write a good review for the book. So get it, use it, and profit by it!

Increase Your Web Traffic In a Weekend, 3rd Edition (In a Weekend)

Average customer rating:

A Good Intro
There IS a new book out people
Updated and packed with new information
facile and inadequate
Out of Date

Increase Your Web Traffic In a Weekend, 3rd Edition (In a Weekend)
William R. Stanek
Manufacturer: Muska & Lipman/Premier-Trade
ProductGroup: Book
Binding: Paperback

Web Marketing | Business & Culture | Computers & Internet | Subjects | Books

General | Programming | Computers & Internet | Subjects | Books

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General | Software | Computers & Internet | Subjects | Books
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ASIN: 0761523138

Book Description

If you are serious about building steady traffic to your site, you need this guide. William Stanek takes you right into the heart of increasing traffic to your Web site. You will find tips on how to effectively promote your site, build an audience, and understand your visitors so the right tools are used to reach them. You will treasure the tons of new resources and continued emphasis on low-cost and cost-free promotion--all designed to help you promote a Web site without spending a fortune.

Customer Reviews:

A Good Intro.......2007-05-06

There's tons of info out there regarding Search Engine Optimization, but this book gives a good, basic intro to the subject. Easy to read and straight-forward. I use some these tactics when doing SEO for my own Web clients.

Joe Okonkwo
[...]

There IS a new book out people.......2007-03-28

Everyone is compalaining that the content is outdated. There is a fourth edition of this book that was published in 2006 and it is a great book.

Updated and packed with new information.......2005-12-22

I have the 3rd edition of this book. It was getting a little out of date. It contained references to Web sites that are long gone. The 4th edition fixes all this. It is full of new material and ideas. You'll find tons of promotional ideas that you might never think of on your own. This one is definately worth purchasing again.

facile and inadequate.......2005-09-13

Stanek gives an easy to follow guide to (maybe) cranking up your web traffic. He shows which search engines you can submit your web pages to. Plus, several directory or portal sites that might have free or paid inclusion.

But he also suggests having games or quizzes with prizes on your website to further garner an audience. Quite aside from the cost, I'm not sure this is so useful for some sites.

There is some elementary analysis of your web access log. So you can get a measure of how successful your efforts are. But this chapter is very inadequate. There are free analysis tools available; instead of thumbing manually through the log.

If you are tempted by this book, then there is a far better and more sophisticated treatment given in "Search Engine Marketing" by Moran (IBM 2005). It contains more helpful and better written details on how to write your web pages. Makes Stanek's book appear very facile and inadequate.

Out of Date.......2004-08-16

This book is so out of date it shouldn't be available for purchase.

Internet Marketing, 3rd Edition Web Site

Average customer rating:

Internet Marketing, 3rd Edition Web Site
Hofacker
Manufacturer: John Wiley & Sons Inc
ProductGroup: Book
Binding: Unknown Binding

Web Marketing | Business & Culture | Computers & Internet | Subjects | Books
ASIN: 0471392693

Book Description

This casebook provides detailed information on legal aspects of sales and secured financing. The casebook provides the tools for fast, easy, on-point research. Part of the University Casebook Series®, it includes selected cases designed to illustrate the development of a body of law on a particular subject. Text and explanatory materials designed for law study accompany the cases.

Law of Sales and Sales Financing Cases and Materials (University Casebook Series)

Average customer rating:

Law of Sales and Sales Financing Cases and Materials (University Casebook Series)

Manufacturer: Foundation Press
ProductGroup: Book
Binding: Hardcover
ASIN: B000FGYDRK

Product Description

Case law book

The Law of Sales and Secured Financing: Cases, Problems and Materials (University Casebook)

Average customer rating:

The Law of Sales and Secured Financing: Cases, Problems and Materials (University Casebook)
John O. Honnold , Steven L. Harris , Charles W. Mooney , and Curtis R. Reitz
Manufacturer: Foundation Press
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Binding: Hardcover

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1982 supplement, Cases and materials on the law of sales and sales financing, fourth edition (University casebook series)

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1982 supplement, Cases and materials on the law of sales and sales financing, fourth edition (University casebook series)
John Honnold
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THE LAW OF SALES AND SECURED FINANCING CASES, PROBLEMS AND MATERIALS - SEVENTH EIDITION

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THE LAW OF SALES AND SECURED FINANCING CASES, PROBLEMS AND MATERIALS - SEVENTH EIDITION
JOHN O. - STEVEN L. HARRIS - CHARLES W. MOONEY, Jr. - CURTIS R. REITZ HONNOLD
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Manual for teachers to accompany Cases and materials on the law of sales and sales financing, fourth edition (University casebook series)

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Manual for teachers to accompany Cases and materials on the law of sales and sales financing, fourth edition (University casebook series)
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Private Law | Law | Subjects | Books
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Problems and materials on sales and sales financing

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Sales and secured financing: cases and materials

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