Analysis of financial data / by Gary Koop.

Format:

Book

Author/Creator:

Koop, Gary, author.

Language:

English

Subjects (All):

Finance--Mathematical models.

Finance.

Econometrics.

Physical Description:

1 online resource (252 p.)

Edition:

1st edition

Place of Publication:

Chichester, West Sussex, England : John Wiley & Sons, Inc., 2006.

Language Note:

English

System Details:

text file

Summary:

Analysis of Financial Data teaches the basic methods and techniques of data analysis to finance students, by showing them how to apply such techniques in the context of real-world empirical problems.Adopting a largely non-mathematical approach Analysis of Financial Data relies more on verbal intuition and graphical methods for understanding.

Contents:

ANALYSIS OF FINANCIAL DATA; Contents; Preface; Chapter 1 Introduction; Chapter 2 Basic data handling; Chapter 3 Correlation; Chapter 4 An introduction to simple regression; Chapter 5 Statistical aspects of regression; Chapter 6 Multiple regression; Chapter 7 Regression with dummy variables; Chapter 8 Regression with lagged explanatory variables; Chapter 9 Univariate time series analysis; Chapter 10 Regression with time series variables; Chapter 11 Regression with time series variables with several equations; Chapter 12 Financial volatility; Appendix A Writing an empirical project

Appendix B Data directoryIndex;

Notes:

Includes index.

Includes bibliographical references and index.

Description based on print version record.

ISBN:

1-280-36214-6

9786610362141

0-470-03229-4

OCLC:

69171918