Modeling Financial Time Series using S+FinMetrics　

４５页 Dec 5th, 2002 pdf

Eric Zivot, Associate Professor of Economics and

Gary Waterman Distinguished Scholar University of Washington

Modeling risk and derivative valuations
Predicting financial performance
Building program trading applications
Predicting multivariate macroeconomic and financial time series
Back testing regression and other generic analytic models
Predicting daily volatilities and correlations for asset returns

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