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 Strathclyde.


Book Information
ISBN 9780470013212
Author Gary Koop
Format Paperback
Page Count 256
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 425g
Dimensions(mm) 246mm * 172mm * 15mm