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FinTS - MaRDI portal

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FinTS (Q23075)

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Companion to Tsay (2005) Analysis of Financial Time Series
Language Label Description Also known as
English
FinTS
Companion to Tsay (2005) Analysis of Financial Time Series

    Statements

    instance of
    R package
    0 references
    software version identifier
    0.4-6
    publication date
    6 April 2019
    0 references
    0.1-17
    publication date
    18 December 2007
    0 references
    0.2-4
    publication date
    3 January 2008
    0 references
    0.2-5
    publication date
    8 January 2008
    0 references
    0.2-6
    publication date
    8 February 2008
    0 references
    0.2-7
    publication date
    11 February 2008
    0 references
    0.3-1
    publication date
    21 March 2008
    0 references
    0.3-3
    publication date
    25 May 2008
    0 references
    0.3-6
    publication date
    28 September 2008
    0 references
    0.3-9
    publication date
    14 January 2009
    0 references
    0.4-2
    publication date
    7 September 2009
    0 references
    0.4-3
    publication date
    7 October 2009
    0 references
    0.4-4
    publication date
    23 July 2012
    0 references
    0.4-5
    publication date
    28 March 2014
    0 references
    0.4-6
    publication date
    7 April 2019
    0 references
    0.4-8
    publication date
    15 December 2023
    0 references
    0.4-9
    publication date
    26 January 2024
    0 references
    programmed in
    R
    0 references
    last update
    26 January 2024
    0 references
    description
    R companion to Tsay (2005) Analysis of Financial Time Series, second edition (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.
    0 references
    author
    Spencer Graves
    0 references
    depends on software
    zoo
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    graphics
    0 references
    R
    software version identifier
    ≥ 2.10
    0 references

    Identifiers

    swMATH work ID
    11125
    0 references
    CRAN project
    FinTS
    0 references
     
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