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Analysis of financial data / by Gary Koop.

By: Koop, Gary.
Publisher: Chichester ; Hoboken, NJ : John Wiley & Sons, 2006Description: x, 240 p. : ill. ; 25 cm.ISBN: 9780470013212; 0470013214.Subject(s): Finance -- Mathematical models | EconometricsDDC classification: 332.015195
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.
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Item type Current location Call number Copy number Status Date due Barcode Item holds
Book SKOLKOVO Library
Shelves 		HG106 .K67 (Browse shelf) 1 Available 2000001405
Total holds: 0

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.

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