Analysis of financial data:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester
Wiley
2006
|
| Schlagworte: | |
| Online-Zugang: | Table of contents Publisher description Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | X, 240 S. ill. 25 cm |
| ISBN: | 0470013214 9780470013212 |
Internformat
MARC
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| 245 | 1 | 0 | |a Analysis of financial data |c by Gary Koop |
| 264 | 1 | |a Chichester |b Wiley |c 2006 | |
| 300 | |a X, 240 S. |b ill. |c 25 cm | ||
| 336 | |b txt |2 rdacontent | ||
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| 500 | |a Includes bibliographical references and index | ||
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| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Econometrics | |
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Datensatz im Suchindex
| _version_ | 1804135334280167424 |
|---|---|
| adam_text | ANALYSIS OF FINANCIAL DATA / KOOP, GARY : C2006
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
MULTICOLLINEARITYCHAPTER 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
CHAPTER SUMMARY
APPENDIX 9.1: MATHEMATICAL INTUITION FOR THE AR(1) MODEL
REGRESSION WITH TIME SERIES VARIABLES
TIME SERIES REGRESSION WHEN X AND Y ARE STATIONARY
TIME SERIES REGRESSION WHEN Y AND X HAVE UNIT ROOTS: SPURIOUS REGRESSION
TIME SERIES REGRESSION WHEN Y AND X HAVE UNIT ROOTS: COINTEGRATION
TIME SERIES REGRESSION WHEN Y AND X ARE COINTEGRATED: THE ERROR CORRECTION MODEL
TIME SERIES REGRESSION WHEN Y AND X HAVE UNIT ROOTS BUT ARE NOT COINTEGRATED
CHAPTER SUMMARY
REGRESSION WITH TIMES SERIES VARIABLES WITH SEVERAL EQUATIONS
GRANGER CAUSALITY
VECTOR AUTOREGRESSIONS
CHAPTER SUMMARY
APPENDIX 11.1: HYPOTHESIS TESTS INVOLVING MORE THAN ONE COEFFICIENT
APPENDIX 11.2: VARIANCE DECOMPOSITIONS
FINANCIAL VOLATILITY
VOLATILITY IN ASSET PRICES: INTRODUCTION
AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (ARCH)
CHAPTER SUMMARY
APPENDIX A WRITING AN EMPIRICAL PROJECT
DESCRIPTION OF A TYPICAL EMPIRICAL PROJECT
GENERAL CONSIDERATIONS.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| adam_txt |
ANALYSIS OF FINANCIAL DATA / KOOP, GARY : C2006
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
MULTICOLLINEARITYCHAPTER 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
CHAPTER SUMMARY
APPENDIX 9.1: MATHEMATICAL INTUITION FOR THE AR(1) MODEL
REGRESSION WITH TIME SERIES VARIABLES
TIME SERIES REGRESSION WHEN X AND Y ARE STATIONARY
TIME SERIES REGRESSION WHEN Y AND X HAVE UNIT ROOTS: SPURIOUS REGRESSION
TIME SERIES REGRESSION WHEN Y AND X HAVE UNIT ROOTS: COINTEGRATION
TIME SERIES REGRESSION WHEN Y AND X ARE COINTEGRATED: THE ERROR CORRECTION MODEL
TIME SERIES REGRESSION WHEN Y AND X HAVE UNIT ROOTS BUT ARE NOT COINTEGRATED
CHAPTER SUMMARY
REGRESSION WITH TIMES SERIES VARIABLES WITH SEVERAL EQUATIONS
GRANGER CAUSALITY
VECTOR AUTOREGRESSIONS
CHAPTER SUMMARY
APPENDIX 11.1: HYPOTHESIS TESTS INVOLVING MORE THAN ONE COEFFICIENT
APPENDIX 11.2: VARIANCE DECOMPOSITIONS
FINANCIAL VOLATILITY
VOLATILITY IN ASSET PRICES: INTRODUCTION
AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (ARCH)
CHAPTER SUMMARY
APPENDIX A WRITING AN EMPIRICAL PROJECT
DESCRIPTION OF A TYPICAL EMPIRICAL PROJECT
GENERAL CONSIDERATIONS.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. |
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| language | English |
| lccn | 2005017245 |
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| spelling | Koop, Gary 1960- Verfasser (DE-588)170978729 aut Analysis of financial data by Gary Koop Chichester Wiley 2006 X, 240 S. ill. 25 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Mathematisches Modell Finance Mathematical models Econometrics Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Finanzwirtschaft (DE-588)4017214-4 s Mathematisches Modell (DE-588)4114528-8 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Ökonometrie (DE-588)4132280-0 s 1\p DE-604 http://www.loc.gov/catdir/toc/ecip0514/2005017245.html Table of contents http://www.loc.gov/catdir/enhancements/fy0622/2005017245-d.html Publisher description LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014784802&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Koop, Gary 1960- Analysis of financial data Mathematisches Modell Finance Mathematical models Econometrics Mathematisches Modell (DE-588)4114528-8 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Finanzwirtschaft (DE-588)4017214-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4043212-9 (DE-588)4017214-4 (DE-588)4132280-0 |
| title | Analysis of financial data |
| title_auth | Analysis of financial data |
| title_exact_search | Analysis of financial data |
| title_exact_search_txtP | Analysis of financial data |
| title_full | Analysis of financial data by Gary Koop |
| title_fullStr | Analysis of financial data by Gary Koop |
| title_full_unstemmed | Analysis of financial data by Gary Koop |
| title_short | Analysis of financial data |
| title_sort | analysis of financial data |
| topic | Mathematisches Modell Finance Mathematical models Econometrics Mathematisches Modell (DE-588)4114528-8 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Finanzwirtschaft (DE-588)4017214-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Mathematisches Modell Finance Mathematical models Econometrics Ökonometrisches Modell Finanzwirtschaft Ökonometrie |
| url | http://www.loc.gov/catdir/toc/ecip0514/2005017245.html http://www.loc.gov/catdir/enhancements/fy0622/2005017245-d.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014784802&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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