Performing Financial Studies: A Methodological Cookbook

66.77 Brand New 5 In stock! Order now!
Brand: Prentice Hall
SKU: DADAX0130479810
ISBN : 9780130479815
Price:
$66.77

Domestic Shipping:$3.99
Qty: - +
   - OR -   

Performing Financial Studies: A Methodological Cookbook

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.

Specifications of Performing Financial Studies: A Methodological Cookbook

GENERAL
AuthorMichael Seiler
BindingPaperback
LanguageEnglish
Edition1
ISBN-100130479810
ISBN-139780130479815
PublisherPrentice Hall
Number Of Pages448
Publication Date2003-02-03
DIMENSIONS
Height9.9 inch.
Length8 inch.
Width1 inch.
Weight1.98 pounds.

Write a review


Your Name:


Your Email:


Your Review:

Note: HTML is not translated!

Rating: Bad           Good

Enter the code in the box below: