机读格式显示(MARC)

• 000 01954nam a2200277 a 4500

• 001 0000606675

• 005 20220329110200.0

• 006 m_ d

• 007 cr cn

• 008 200728s2020 flua sb 001 0 eng d

• 020 __ |a 9780429485602 (ebook)

• 020 __ |z 9781138599499 (print)

• 040 __ |a CEPC1 |c CEPC1

• 093 __ |a F224.0 |2 5

• 100 1_ |a Gentle, James E., |d 1943-

• 245 10 |a Statistical analysis of financial data |h [electronicresource] : |b with examples in R / |c James Gentle.

• 260 __ |a Boca Raton : |b CRC Press, |c 2020.

• 300 __ |a 1 online resource (xix, 645 p.) : |b ill.

• 490 0_ |a Chapman & Hall/CRC texts in statistical science series

• 500 __ |a Description based on print version record.

• 504 __ |a Includes bibliographical references and indexes.

• 520 __ |a Statistical analysis of financial data</strong> covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software used to obtain the data for the examples in the first chapter and for all computations and to produce the graphs is r. However discussion of r is deferred to an appendix to the first chapter, where the basics of r, especially those most relevant in financial applications, are presented and illustrated. The appendix also describes how to use r to obtain current financial data from the internet. Chapter 2 describes the methods of exploratory data analysis, especially graphical methods, and illustrates them on real financial data.

• 650 _0 |a Finance |x Mathematical models.

• 650 _0 |a Finance |x Econometric models.

• 650 _0 |a R (Computer program language)

• 856 4_ |u http://www.itextbook.cn/f/book/bookDetail?bookId=4c960e60d83547f099540670df61c404 |z An electronic book accessible through the World Wide Web; click to view