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Modeling Financial Time Series with S-PLUS®

Author

Listed:
  • Eric Zivot

    (University of Washington, Department of Economics)

  • Jiahui Wang

    (Ronin Capital LLC)

Abstract

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Suggested Citation

  • Eric Zivot & Jiahui Wang, 2006. "Modeling Financial Time Series with S-PLUS®," Springer Books, Springer, edition 0, number 978-0-387-32348-0, October.
    • Handle: RePEc:spr:sprbok:978-0-387-32348-0
    DOI: 10.1007/978-0-387-32348-0
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    Citations

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    Cited by:

    1. Han Lin Shang & Steven Haberman, 2020. "Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?," Risks, MDPI, vol. 8(3), pages 1-11, July.
    2. Plato, Gerald & Hoffman, Linwood, 2010. "Price Discovery and Convergence of Futures and Cash Prices," 2010 Conference, April 19-20, 2010, St. Louis, Missouri 285315, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    3. Jesser PALADINES, 2017. "Oil Price and Real GDP Growth of Ecuador: A Vector Autoregressive Approach," Journal of Economics and Political Economy, EconSciences Journals, vol. 4(1), pages 71-78, March.
    4. Kubinec, Robert & Owen, John, 2018. "When Groups Fall Apart: Identifying Transnational Polarization with Twitter from the Arab Uprisings," SocArXiv wykmj, Center for Open Science.
    5. Yuting Chen & Pengjun Zhao & Qi Chen, 2026. "Forecasting the commuting generation using metropolis-informed GCN and the topological commuter portrait," Transportation, Springer, vol. 53(1), pages 483-510, February.
    6. Ziyao Wang & A. Alexandre Trindade & Svetlozar T. Rachev, 2025. "The Three-Dimensional Decomposition of Volatility Memory," Papers 2512.02166, arXiv.org.
    7. repec:osf:socarx:wykmj_v1 is not listed on IDEAS
    8. Ma, Tao & Zhou, Zhou & Abdulhai, Baher, 2015. "Nonlinear multivariate time–space threshold vector error correction model for short term traffic state prediction," Transportation Research Part B: Methodological, Elsevier, vol. 76(C), pages 27-47.

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