Analysis of financial data
Introduction -- Organization of the book -- Useful background -- Appendix 1.1: Concepts in mathematics used in this book -- Basic data handling -- Types of financial data -- Obtaining data -- Working with data: graphical methods -- Working with data: descriptive statistics -- Expected values and var...
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| 1. Verfasser: | |
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Chichester, Weinheim u.a.
Wiley
2006
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| Schlagworte: | |
| Online Zugang: | Cover Inhaltsverzeichnis Inhaltstext Table of contents Publisher description Contributor biographical information |
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| Zusammenfassung: | Introduction -- Organization of the book -- Useful background -- Appendix 1.1: Concepts in mathematics used in this book -- Basic data handling -- Types of financial data -- Obtaining data -- Working with data: graphical methods -- Working with data: descriptive statistics -- Expected values and variances -- Chapter summary -- Appendix 2.1: Index numbers -- Appendix 2.2: Advanced descriptive statistics -- Correlation -- Understanding correlation -- Understanding why variables are correlated -- Understanding correlation through xy-plots -- Correlation between several variables -- Covariances and population correlations -- Chapter summary -- Appendix 3.1: Mathematical details -- An introduction to simple regression -- Regression as a best fitting line -- Interpreting OLS estimates -- Fitted values and r2: Measuring the fit of a regression model -- Nonlinearity in regression -- Chapter summary -- Appendix 4.1: Mathematical details -- Statistical aspects of regression -- Which factors affect the accuracy of the estimate ?? -- Calculating a confidence interval for ? -- Testing whether ????? -- Hypothesis testing involving r2: The f-statistic -- Chapter summary -- Appendix 5.1: Using statistical tables for testing whether ????? -- Multiple regression -- Regression as a best fitting line -- Ordinary least squares estimation of the multiple regression model -- Statistical aspects of multiple regression -- Interpreting OLS estimates -- Pitfalls of using simple regression in a multiple regression context -- Omitted variables bias -- Multicollinearity -- Chapter summary -- Appendix 6.1: Mathematical interpretation of regression coefficients -- Regression with dummy variables -- Simple regression with a dummy variable -- Multiple regression with dummy variables -- Multiple regression with both dummy and non-dummy explanatory variables -- Interacting dummy and non-dummy variables -- What if the dependent variable is a dummy? -- Chapter summary -- Regression with lagged explanatory variables -- Aside on lagged variables -- Aside on notation -- Selection of lag order -- Chapter summary -- Univariate time series analysis -- The autocorrelation function -- The autoregressive model for univariate time series -- Nonstationary versus stationary time series -- Extensions of the AR(1) model -- Testing in the AR(p) with deterministic trend model ... |
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| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | X, 240 S. graph. Darst. |
| ISBN: | 0470013214 0-470-01321-4 9780470013212 978-0-470-01321-2 |