Analysis of financial data - Koop, Gary. (Chichester ; Hoboken, NJ : John Wiley & Sons Inc., Hoboken, NJ, 2006)
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.
Includes bibliographical references and index.
Keywords: Finance -- Mathematical models; Econometrics. -- Mathematical models