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FinTS (version 0.4-4)
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.