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Analysis of financial data
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Analysis of financial data

Gary Koop

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Contents

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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Analysis of financial data by Gary Koop. ISBN 9780470013212. Published by John Wiley in 2006. Publication and catalogue information, links to buy online and reader comments.

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