Message-ID: <18323.63521.368862.364214@ron.nulle.part>
Date: 2008-01-21T01:40:49Z
From: Dirk Eddelbuettel
Subject: books?
In-Reply-To: <Pine.LNX.4.43.0801201523500.5885@hymn33.u.washington.edu>
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.