I have read these books already... still searching for better books ... On Sat, Nov 8, 2008 at 7:49 PM, Spencer Graves <[EMAIL PROTECTED]> 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. >> >> Regards, >> >> - Brian >> >
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