R in finance and economics : a beginner's guide / Abhay Kumar Singh and David Edmund Allen

By:

Singh, Abhay Kumar

Contributor(s):

Allen, David Edmund

Material type: Text

TextPublication details: India World Scientific 2020Description: 245 pISBN:

9780000989048

Subject(s):

DDC classification:

330.0285 SIN-A

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Shelving location	Call number	Status	Date due	Barcode	Item holds
Books	BITS Pilani Hyderabad	330	General Stack (For lending)	330.0285 SIN-A (Browse shelf(Opens below))	Available		42628

Total holds: 0

This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using Studio and reproducible research examples. It will enable students to use R for data cleaning, data visualisation and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. Using a range of data sets and examples.

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