Chen, Jenny K.

Financial Data Analytics with R : Monte-Carlo Validation / by Jenny K. Chen - London: CRC Press, 2025 - xxii, 275p.

1. Introduction to R

2. Linear Regression

3. Transition from Linear to Nonlinear Regression

4. Nonlinear Regression Modeling

5. The Logistic Regression

6. The Poisson Regression: Models for Count Data

7. Autoregressive Integrated Moving-Average Models

8. Generalized AutoRegressive Conditional Heteroskedasticity Model

9. Cointegration

10. Financial Statistical Modeling in Risk and Wealth Management

Bibliography

9781032745114


Data Analytics
R
Financial Data Analytics

332.0285 / CHE-25