Koop, Gary.
Analysis of financial data / by Gary Koop. - Chichester ; Hoboken, NJ : John Wiley & Sons Inc., c2006. - x, 240 p. : ill ; 25 cm.
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.
0470013214 (pbk. : alk. paper) 9780470013212
2005017245
Finance--Mathematical models.
Econometrics.
332/.01/5195
Analysis of financial data / by Gary Koop. - Chichester ; Hoboken, NJ : John Wiley & Sons Inc., c2006. - x, 240 p. : ill ; 25 cm.
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.
0470013214 (pbk. : alk. paper) 9780470013212
2005017245
Finance--Mathematical models.
Econometrics.
332/.01/5195