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Analysis of financial data / by Gary Koop.

By: Material type: TextTextPublication details: Chichester ; Hoboken, NJ : John Wiley & Sons Inc., c2006.Description: x, 240 p. : ill. ; 25 cmISBN:
  • 0470013214 (pbk. : alk. paper)
  • 9780470013212
Subject(s): DDC classification:
  • 332/.01/5195  22
Contents:
Introduction -- Basic data handling -- Correlation -- An introductio n to simple regression -- Statistical aspects of regression -- Multiple regression -- Regression with dummy variables -- Regression with lagge d explanatory variables -- Univariate time series analysis -- Regressio n with time series variables -- Regression with times series variables with several equations -- Financial volatility -- Appendix A Writing an empirical project -- Appendix B Data directory.
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Includes bibliographical references and index.

Introduction -- Basic data handling -- Correlation -- An introductio n to simple regression -- Statistical aspects of regression -- Multiple regression -- Regression with dummy variables -- Regression with lagge d explanatory variables -- Univariate time series analysis -- Regressio n with time series variables -- Regression with times series variables with several equations -- Financial volatility -- Appendix A Writing an empirical project -- Appendix B Data directory.

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