The Analysis of Time Series: An Introduction with R

Chris Chatfield (University of Bath, UK),Haipeng Xing (SUNY, Stony Brook, New York, USA)

The Analysis of Time Series: An Introduction with R
Format
Paperback
Publisher
Taylor & Francis Inc
Country
United States
Published
9 May 2019
Pages
398
ISBN
9781498795630

The Analysis of Time Series: An Introduction with R

Chris Chatfield (University of Bath, UK),Haipeng Xing (SUNY, Stony Brook, New York, USA)

A new chapter on univariate volatility models

A revised chapter on linear time series models

A new section on multivariate volatility models

A new section on regime switching models

Many new worked examples, with R code integrated into the text

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