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cran-task-views / Finance

CRAN Task View: Empirical Finance
https://CRAN.R-project.org/view=Finance
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books to add in Related Links #10

Open Beliavsky opened 6 months ago

Beliavsky commented 6 months ago

I suggest adding the sites associated with two books by Ruey Tsay to the Related Links section.

An Introduction to Analysis of Financial Data with R https://faculty.chicagobooth.edu/ruey-s-tsay/research/an-introduction-to-analysis-of-financial-data-with-r

Multivariate Time Series Analysis with R and Financial Applications https://faculty.chicagobooth.edu/ruey-s-tsay/research/multivariate-time-series-analysis-with-r-and-financial-applications

eddelbuettel commented 6 months ago

I think I may at some point have had them, but may have removed them as they are a little TS specific. And while 'classics' they are also not exactly recent. Will ponder this a little more.