Год выпуска: 2003 Автор: Michael Seiler Издательство: Страниц: 0 ISBN: 0130479810
Описание
Book Description 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. Statisticalprocedures 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....
