[R] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications
comtech.usa at gmail.com
Sun Nov 9 01:31:29 CET 2008
Please recommend good books for the following three categories. (I am
aim at finance, macroeconomics, trading and business applications).
(1) statistical (financial) data analysis;
(2) time series;
More specifically, I am looking for the following two types of books:
(1) Books that provide big pictures and intuitions and books that
For example, there are lots of statistics books(e.g. regression,
etc.), time series, and econometrics books, many of them are quite
mathematical. I am myself from a quantitative background so I don't
have problem understanding the math, however I am looking for
resources that provide big pictures and intuitions and books that
connect dots together, books that compare the differences and
similarities and books that talks about why and how (e.g. why ARMA,
why "log", why GARCH, etc. ) and books talk about when things get
wrong and why and how to fix...
(2) Books with meaningful finance, macroeconomics, trading and
Thank you for your help!
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