R in finance and economics

a beginner's guide

Abhay Kumar Singh, David Edmund Allen

Research output: Book/ReportBook

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.
Original languageEnglish
Place of PublicationSingapore ; Hackensack, NJ
PublisherWorld Scientific Publishing
Number of pages264
ISBN (Print)9789813144460
DOIs
Publication statusPublished - Feb 2017
Externally publishedYes

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Cite this

Singh, A. K., & Allen, D. E. (2017). R in finance and economics: a beginner's guide. Singapore ; Hackensack, NJ: World Scientific Publishing. https://doi.org/10.1142/10151