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Analysis of financial data /
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Koop, Gary.
Analysis of financial data /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Analysis of financial data /by Gary Koop.
作者:
Koop, Gary.
出版者:
Chichester ;John Wiley & Sons Inc.,c2006.
面頁冊數:
x, 240 p. :ill. ;25 cm.
標題:
Econometrics.
ISBN:
9780470013212
Analysis of financial data /
Koop, Gary.
Analysis of financial data /
by Gary Koop. - Chichester ;John Wiley & Sons Inc.,c2006. - x, 240 p. :ill. ;25 cm.
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.
ISBN: 9780470013212
LCCN: 2005017245Subjects--Topical Terms:
182271
Econometrics.
LC Class. No.: HG106 / .K82 2006
Dewey Class. No.: 332/.01/5195
Analysis of financial data /
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c2006.
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25 cm.
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Includes bibliographical references and index.
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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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183782
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