A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus(R) and R software

Time Series: Applications to Finance with R and S-Plus(R), Second Edition is designed to present an in-depth introduction to the conceptual underpinnings and modern ideas of time series analysis. Utilizing interesting, real-world applications and the latest software packages, this book successfully helps readers grasp the technical and conceptual manner of the topic in order to gain a deeper understanding of the ever-changing dynamics of the financial world.