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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 Map
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Item 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.

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