Analysis of financial data /
By: Koop, Gary
Material type: BookPublisher: Chichester ; Hoboken, NJ : John Wiley & Sons Inc., c2006.Description: x, 240 p. : ill ; 25 cm.ISBN: 0470013214 (pbk. : alk. paper); 9780470013212Program: MAFBSubject(s): Finance -- Mathematical models | EconometricsDDC classification: 332/.01/5195 Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
REGULAR | University of Wollongong in Dubai Main Collection | 332.015195 KO AN (Browse shelf) | Available | T0029623 |
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.
MAFB