Multivariate statistical analysis uses techniques of variables selection and aggregation. Numerous economic phenomena belong to the application field of multivariate analysis. Generally all phenomena described by large number of variables may be analyzed within this framework. On the other side,...

This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate...