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.