HKSYU Course Resources
MARC Display
LEADER 04481cam a22003258a 4500
001
991005432289707546
005
20220623122910.0
008
050621s2006 nju b 001 0 eng
010
a| 2005017245
020
a| 0470013214 (pbk. : alk. paper)
035
a| (HKSYU)b11693794-852hksyu_inst
040
a| DLC
c| DLC
d| DLC
d| HKSYC
042
a| pcc
050
4
a| HG106
b| .K67 2006
082
0
0
a| 332/.01/5195
2| 22
092
0
a| 332.015195
b| KOO 2006
100
1
a| Koop, Gary.
245
1
0
a| Analysis of financial data /
c| by Gary Koop.
260
a| Hoboken, NJ :
b| John Wiley & Sons Inc.,
c| c2006.
300
a| x, 240 p. :
b| ill. ;
c| 25 cm.
504
a| Includes bibliographical references and index.
505
0
a| 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 -- Multicollinearity -- Chapter 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.
650
0
a| Finance
x| Mathematical models.
650
0
a| Econometrics.
907
a| b11693794
b| 24-03-22
c| 17-11-05
910
a| wpc
b| ksc
935
a| (HKSYC)500599275
9| ExL
998
a| book
b| 20-12-05
c| m
d| a
e| -
f| eng
g| nju
h| 0
i| 0
945
h| Principal
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| FIN410
945
h| Principal
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| FIN410