Title

R in finance and economics: A beginner's guide

Document Type

Book

Publisher

World Scientific

Place of Publication

Toh Tuck, Singapore

School

School of Business and Law

RAS ID

22345

Comments

Originally published as: Singh, A. K., & Allen, D. E. (2017). R in finance and economics: A beginner's guide. Toh Tuck, Singapore: World Scientific. Original book available here

Abstract

This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples. It will enable students to use R for data cleaning, data visualization and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), Copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. using a range of data sets and examples.

DOI

10.1142/10151

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