Analysis of Financial Data

by Gary L. Koop

Book Overview

Analysis of Financial Data teaches basic methods and techniques of data analysis to finance students. It covers many of the major tools used by the financial economist i.e. regression and time series methods including discussion of nonstationary models, multivariate concepts such as cointegration and models of conditional volatility. It shows students how to apply such techniques in the context of real-world empirical problems. It adopts a...

• Format: Paperback
• Language: English
• ISBN: 0470013214
• ISBN13: 9780470013212
• Release Date: January 2006
• Publisher: Wiley
• Length: 256 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.6" x 6.7" x 9.6"