Analysis of financial data

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.--

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 largely non-mathematical approach relying on verbal and graphical intuition and contains extensive use of real data examples and involves readers in hands-on computer work. ; Analysis of Financial Data has been adapted by Gary Koop from his highly successful textbook Analysis of Economic Data.