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FinTS (version 0.3-6)

Companion to Tsay (2005) Analysis of Financial Time Series

Description

R companion to Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.

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Install

install.packages('FinTS')

Monthly Downloads

3,039

Version

0.3-6

License

GPL (>= 2)

Maintainer

Last Published

September 18th, 2008

Functions in FinTS (0.3-6)