- Introduction to R for Quantitative Finance
- Gergely Daróczi Michael Puhle Edina Berlinger
- 69字
- 2021-07-23 14:13:59
Summary
In this chapter, we have applied R to selected problems in time series analysis. We covered the different ways of representing time series data, used an ARMA model to forecast house prices, improved our basic minimum variance hedge ratio using a cointegration relationship, and employed a GARCH model for risk management purposes. In the next chapter, you'll learn how you can use R for constructing an optimal portfolio.
推薦閱讀
- Mastering ElasticSearch
- Cybersecurity:Attack and Defense Strategies
- Linux網絡操作系統與實訓(第三版)
- 新手易學:系統安裝與重裝
- 高性能Linux服務器構建實戰:運維監控、性能調優與集群應用
- 精解Windows8
- 奔跑吧 Linux內核(入門篇)
- 新手學電腦從入門到精通(Windows 10+Office 2016版)
- 注冊表應用完全DIY
- Java EE 7 Developer Handbook
- 電腦辦公(Windows 10 + Office 2016)入門與提高(超值版)
- Linux操作系統案例教程(第2版)
- Learning Joomla! 3 Extension Development(Third Edition)
- Unity AR/VR開發:實戰高手訓練營
- 計算機操作系統(第3版)(微課版)