Performing Financial Studies: A Methodological Cookbook Book + PRICE WATCH * Amazon pricing is not included in price watch

Performing Financial Studies: A Methodological Cookbook Book

Ideal for both reference and self-study, this unique volume goes beyond simply explaining how statistical procedures should be done, to showing in "no-detail-left-out" fashion what should be done at each step—much like following a recipe in a cookbook. Additionally, raw financial data sets are used in the examples so each method is related directly to finance and to the specific problems financial data presents. Statistical procedures related exclusively to finance (and often only found tersely described in academic journals) are also covered. Features screen captures in various computer programs (Excel, SPSS, or EViews). Understanding Your Data. Preparing Your Data for Analysis. Correlation. Autocorrelation. Partial Autocorrelation. Autocorrelation for Nonparametric Data (Wald-Wolfowitz Runs Test). T-test. ANOVA. Regression. Calculating Beta. Measuring Predictive Ability. Event Studies. Bootstrapping. AVRM (Added Variable Regression Model). Cointegration. ARIMA Models. Unit Root Test. Granger Causality. ARCH/GARCH. Programming the Black-Scholes Model. Programming the Binomial Option Pricing Model. Sections within the Financial Study. Bringing Output into Word. For Financial Research Analysts, Financial Consultants, Mutual Fund Managers, Financial Managers, etc.Read More

from£89.08 | RRP: £35.99
* Excludes Voucher Code Discount Also available Used from £5.91
  • 0130479810
  • 9780130479815
  • Michael Seiler
  • 24 January 2003
  • Prentice Hall
  • Paperback (Book)
  • 448
  • 1
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