books?
Hi Eric, Thanks for your continued contribution to the list which are really appreciated.
On 20 January 2008 at 15:23, Eric Zivot wrote:
| For multivariate time series analysis i recommend the following | 3. Modeling financial time series with Splus, 2nd edition by Eric Zivot and Jiahui wang (springer) I own the first edition, and quite like it as an applied finance book. The main shortcoming for me as a non-SPlus user is its focus on SPlus as an implementation language, and the requirement of SPlus and the add-on packages. Does the 2nd edition offer anything more that is useful to the R user? Regards, Dirk
Three out of two people have difficulties with fractions.