R in finance and economics: a beginner's guide
Material type: TextPublication details: World Scientific Publishing Singapore 2021Description: xvii, 245 pISBN:- 9780000989048
- 330.0285 SIN
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
Book | Indian Institute of Management LRC General Stacks | Finance & Accounting | 330.0285 SIN (Browse shelf(Opens below)) | 1 | Available | 005930 |
This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples. It will enable students to use R for data cleaning, data visualization and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), Copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. using a range of data sets and examples.
(https://www.worldscientific.com/worldscibooks/10.1142/10151#t=aboutBook)
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