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Analysis of financial data / by Gary Koop.

By: Koop, Gary.
Publisher: Chichester : John Wiley, c2006Description: x, 240 p. : ill. ; 25 cm.ISBN: 0470013214 (pbk.); 9780470013212 (pbk.).Subject(s): Finance -- Mathematical models | EconometricsDDC classification: 332.015195
Contents:
1. Introduction -- 2. Basic data handling -- 3. Correlation -- 4. An introduction to simple regression -- 5. Statistical aspects of regression -- 6. Multiple regression -- 7. Regression with dummy variables -- 8. Regression with lagged explanatory variables -- 9. Univariate time series analysis -- 10. Regression with time series variables -- 11. Regression with times series variables with several equations -- 12. Financial volatility -- 13. Appendix A Writing an empirical project -- 14. Appendix B Data directory.
Item type Current location Shelf location Call number Copy number Status Notes Date due Barcode
Graduate Collection Taylor's Library-TU

Floor 3, Shelf 5 , Side 2, TierNo 4, BayNo 4

 332.015195 KOO (Browse shelf) 1 Available SHTEx,60001,04,GR 5000042168

Includes bibliographical references and index.

1. Introduction -- 2. Basic data handling -- 3. Correlation -- 4. An introduction to simple regression -- 5. Statistical aspects of regression -- 6. Multiple regression -- 7. Regression with dummy variables -- 8. Regression with lagged explanatory variables -- 9. Univariate time series analysis -- 10. Regression with time series variables -- 11. Regression with times series variables with several equations -- 12. Financial volatility -- 13. Appendix A Writing an empirical project -- 14. Appendix B Data directory.