Analysis of Financial Data

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https://dev.store.wiley.com/en-us/Analysis+of+Financial+Data-p-9780470063033R150

Analysis of Financial Data

Gary Koop

E-Book Rental (150 Days)

978-0-470-06303-3R150

Description

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.

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.

Series

*UNALLOCATED*

To Purchase this product, please visit

https://dev.store.wiley.com/en-us/Analysis+of+Financial+Data-p-9780470063033R150