000			02447nam a22002057a 4500
008			240305b2021 |||||||| |||| 00| 0 eng d
020			_a9781032173467
082			_a332.0151955 GEN-J
100			_aGentle, James E.
245			_aStatistical analysis of financial data : _bwith examples in R / _cJames E. Gentle
260			_aBoca Raton _bCRC Press _c2021
300			_a645p.
440			_aTexts in Statistical Science
500			_aStatistical Analysis of Financial Data covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software used to obtain the data for the examples in the first chapter and for all computations and to produce the graphs is R. However discussion of R is deferred to an appendix to the first chapter, where the basics of R, especially those most relevant in financial applications, are presented and illustrated. The appendix also describes how to use R to obtain current financial data from the internet. Chapter 2 describes the methods of exploratory data analysis, especially graphical methods, and illustrates them on real financial data. Chapter 3 covers probability distributions useful in financial analysis, especially heavy-tailed distributions, and describes methods of computer simulation of financial data. Chapter 4 covers basic methods of statistical inference, especially the use of linear models in analysis, and Chapter 5 describes methods of time series with special emphasis on models and methods applicable to analysis of financial data. Features * Covers statistical methods for analyzing models appropriate for financial data, especially models with outliers or heavy-tailed distributions. * Describes both the basics of R and advanced techniques useful in financial data analysis. * Driven by real, current financial data, not just stale data deposited on some static website. * Includes a large number of exercises, many requiring the use of open-source software to acquire real financial data from the internet and to analyze it.
650			_aStatistical Analysis
650			_aFinancial Data
650			_aFinance--Mathematical models.
650			_aFinance--Econometric models.
650			_aR (Computer program language)
999			_c92015 _d92015