Modeling Financial Time Series with S-Plus(r) (Paperback, 2, 2005. Corr. 2nd)

Time Series Specification, Manipulation and Visualization in S-PLUS.- Time Series Concepts.- Unit Root Tests.- Modeling Extreme Values.- Time Series Regression Modeling.- Univariate GARCH Models.- Modeling Long Memory Time Series.- Rolling Analysis.- Systems of Regression Equations.- Vector Autoregressive Models.- Multivariate GARCH Models.- State Space Models.- Factor Models for Asset Returns.- Robust Statistical Methods in Finance.- Modeling Fixed Income Time Series.