Statistical analysis of financial data in R

@inproceedings{Carmona2014StatisticalAO,
  title={Statistical analysis of financial data in R},
  author={Ren{\'e} A. Carmona},
  year={2014}
}
Univariate Data Distributions.- Heavy Tail Distributions.- Dependence and Multivariate Data Exploration.- Parametric Regression.- Local and Nonparametric Regression.- Time Series Models.- Multivariate Time Series, Linear Systems and Kalman Filtering.- Nonlinear Time Series: Models and Simulation.- Appendices.- Indices. 
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