Loading...

Analysis of Financial Data

Share Icon

ISBN: 978-0-470-06303-3

September 2010

256 pages

PREFER DIGITAL VERSIONS OF YOUR TEXTBOOKS?

Get instant access to your Wiley eBook. Buy or rent eBooks for a period of up to 150 days.

Description
Analysis of Financial Data teaches the basic methods and techniques of data analysis to finance students, by showing them how to apply such techniques in the context of real-world empirical problems.

Adopting a largely non-mathematical approach Analysis of Financial Data relies more on verbal intuition and graphical methods for understanding.

Key features include:

  • Coverage of many of the major tools used by the financial economist e.g. correlation, regression, time series analysis and methods for analyzing financial volatility.
  • Extensive use of real data examples, which involves readers in hands-on computer work.
  • Mathematical techniques at a level suited to MBA students and undergraduates taking a first course in the topic.

Supplementary material for readers and lecturers provided on an accompanying website.

About the Author
Gary Koop is Professor of Economics at the University of Leicester.  He was formerly Adam Smith Professor of Economics at the University of Glasgow and Professor of Economics at the University of Edinburgh.

He has authored 'Analysis of Economic Data' and Bayesian Econometrics, published by Wiley, and is also an associate editor of 'Journal of Econometrics' and 'Journal of Empirical Finance'.

Gary has also written many papers in econometrics journals, economics journals and finance journals.

Features
  • Gary Koop has a very high international profile in the field of econometrics and is well known for his books and numerous journal publications.
  • A level of mathematical technique suited to MBA students and undergraduates who are taking a first course in the topic
  • Covers many of the major tools used by the financial economist (i.e. regression and time series methods) and includes discussions of non-stationary models multivariate concepts.
  • Includes numerous examples of finance applications e.g. data on a cross-section of companies will be used to investigate the effect of capital structure on stock market performance.