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Analysis of financial data /

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Bibliographic Details
Main Author: Koop, Gary
Format: Book
Language:English
Published: Chichester ; Hoboken, NJ : John Wiley & Sons Inc., [2006]
Subjects:
Finance > Mathematical models.
Econometrics.
Online Access:Table of contents
Table of Contents:
  • Introduction
  • Basic data handling
  • Correlation
  • An introduction to simple regression
  • Statistical aspects of regression
  • Multiple regression
  • Regression with dummy variables
  • Regression with lagged explanatory variables
  • Univariate time series analysis
  • Regression with time series variables
  • Regression with times series variables with several equations
  • Financial volatility
  • Appendix A Writing an empirical project
  • Appendix B Data directory.