Financial Econometrics Using

Financial Econometrics Using

Dr. Rangga Handika

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Bisnis dan Ekonomi

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This book discusses the econometric techniques in financial data using R software. R is an open source statistical computing software. Chapters include financial market, R software, descriptive and inferential statistics, linear regression with regression diagnostics, alternative models of regression, time series analysis, volatilities modelling and panel data. Every chapter consists of summary of theoretical basis, R codes and output analysis so that the reader can understand the financial econometrics and how to implement it in R.

Furthermore, each chapter also contains questions and assignment questions to test the understanding of both theoretical and practical aspects of the financial econometrics using real financial dataset.