Eric Zivot

Econometric Tools for Performance and Risk Analysis

Brian G. Peterson , Peter Carl , Kris Boudt , Ross Bennett , Joshua Ulrich , Eric Zivot , Dries Cornilly , Eric Hung , Matthieu Lestel , Kyle Balkissoon , Diethelm Wuertz , Anthony Alexander Christidis , R. Douglas Martin , Zeheng 'Zenith' Zhou , Justin M. Shea

Extreme Values in R

Bernhard Pfaff , Eric Zivot , Alexander McNeil , Alec Stephenson

Time Series Factor Models for Asset Returns

Doug Martin , Eric Zivot , Sangeetha Srinivasan , Avinash Acharya , Yi-An Chen , Kirk Li , Lingjie Yi , Justin Shea , Mido Shammaa , Jon Spinney

Generalized Regression on Orthogonal Components

Pierre Lafaye De Micheaux , Martin Bilodeau , Jiahui Wang , Ruben Zamar , Alfio Marazzi , Victor Yohai , Matias Salibian-Barrera , Ricardo Maronna , Eric Zivot , David Rocke , Doug Martin , Martin Maechler , Kjell Konis

Port of the S+ "Robust Library"

Jiahui Wang , Ruben Zamar , Alfio Marazzi , Victor Yohai , Matias Salibian-Barrera , Ricardo Maronna , Eric Zivot , David Rocke , Doug Martin , Martin Maechler , Kjell Konis.

Unit Root and Cointegration Tests for Time Series Data

Bernhard Pfaff , Eric Zivot , Matthieu Stigler