Analysis of financial data / by Gary Koop

Livre

Koop, Gary. Auteur

Edité par John Wiley & Sons Inc.. Chichester, Hoboken, NJ - 2006

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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