[R] [R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications
comtech.usa at gmail.com
Sun Nov 9 05:26:02 CET 2008
I have read these books already... still searching for better books ...
On Sat, Nov 8, 2008 at 7:49 PM, Spencer Graves <spencer.graves at pdf.com> wrote:
> One book is Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed.
> (Wiley). The R package "FinTS" provides script files to that show how to
> work some of the example in the book.
> Try also "RSiteSearch" (www.r-project.org -> search PLUS the
> "RSiteSearch" function in R) for more options, as Brian Peterson suggested.
> Good Luck. Spencer Graves
> Brian G. Peterson wrote:
>> Michael wrote:
>>> Hi all,
>>> 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;
>>> (3) econometrics.
>>> More specifically, I am looking for the following two types of books:
>>> (1) Books that provide big pictures and intuitions and books that
>>> connect dots...
>>> 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
>>> business applications.
>> This topic, in almost exactly the same request, comes up frequently on
>> this list. I suggest that you search the list archives.
>> - Brian
More information about the R-help