S+FinMetrics

S+FinMetrics™ is an S-PLUS module conceived by Andrew Bruce, Doug Martin, Jiahui Wang, Eric Zivot and developed by Insightful Corporation which provides advanced analytic-rich software for modeling, analyzing, and visualizing financial market data. The software offers the most comprehensive, modern, and flexible analytic tool available for precise, predictive econometric modeling of financial time series. Version 1.0 of the module (which operates under S-PLUS 6) includes the following functionality: ...

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References in zbMATH (referenced in 4 articles )

Showing results 1 to 4 of 4.
Sorted by year (citations)

  1. Liu, Shuangzhe; Heyde, Chris C.: On estimation in conditional heteroskedastic time series models under non-normal distributions (2008)
  2. Zivot, Eric; Wang, Jiahui: Modeling financial time series with S-PLUS. (2006)
  3. Harvey, Andrew (ed.); Koopman, Siem Jan (ed.); Shephard, Neil (ed.): State space and unobserved component models. Theory and applications. Selected papers from the conference, Amsterdam, The Netherlands, August 29 -- September 3, 2002. (2004)
  4. Zivot, Eric; Wang, Jeffrey; Koopman, Siem Jan: State space modelling in macroeconomics and finance using SsfPack in S+Finmetrics (2004)