Koop, Gary.
Analysis of financial data / by Gary Koop. - Chichester ; Hoboken, NJ : John Wiley & Sons, 2006. - x, 240 p. : ill. ; 25 cm.
Includes bibliographical references and index.
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.
9780470013212 0470013214
2005017245
Finance--Mathematical models.
Econometrics.
HG106 / .K67 2006
332.015195
Analysis of financial data / by Gary Koop. - Chichester ; Hoboken, NJ : John Wiley & Sons, 2006. - x, 240 p. : ill. ; 25 cm.
Includes bibliographical references and index.
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.
9780470013212 0470013214
2005017245
Finance--Mathematical models.
Econometrics.
HG106 / .K67 2006
332.015195
