000			02066nam a2200301Ia 4500
001			1116
008			230305s2006 xx 000 0 und d
020			_a9780470013212
041			_aeng
245		0	_aAnalysis of financial data
260			_a _bWiley, _c2006
300			_ax + 240 p. ; 24 cm
505			_aIntroduction _rBasic data handling-- _rCorrelation-- _rAn introduction to simple regression-- _rStatistical aspects of regression-- _rMultiple regression-- _rRegression with dummy variables-- _rRegression with lagged explanatory variables-- _rUnivariate time series analysis-- _rRegression with time series variables-- _rRegression with times series variables with several equations-- _rFinancial volatility-- _rAppendix A Writing an empirical project-- _rAppendix B Data directory.--
520			_aAnalysis 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.
590			_bIncludes bibliographical references and index.
650		0	_aFinance _xMathematical models _9900
650			_aEconometrics _96309
650			_a _912
650		0	_aFinance _93911
700			_aKoop, Gary _eAuthor _96310
856			_uhttp://books.google.es/books?id=AXzYWklNQD0C&printsec=frontcover&dq=analysis+of+financial+data&hl=ca&sa=X&ei=IY7tUMSNJqG00QWGh4CQDA&redir_esc=y
902			_a655
905			_am
912			_a2006-01-01
942			_a1
953			_d2013-01-09 16:42:40
999			_c1121 _d1121