Performing Financial Studies : A Methodological Cookbook - Seiler, Michael J.

Performing Financial Studies : A Methodological Cookbook

Michael J. Seiler

Yayınevi: Prentice Hall

Yayın tarihi: 04/2003

ISBN: 9780130479815

İngilizce | 432 Sayfa |

Tür: Finans-Muhasebe

Table of Contents

Preface
About the Author
Pt. I Getting Started 1
Ch. 1 Understanding Your Data 1
Ch. 2 Preparing Your Data for Analysis 4
Pt. II Basic Financial Statistics/Methodologies 73
Ch. 3 Correlation 73
Ch. 4 Autocorrelation 82
Ch. 5 Partial Autocorrelation 88
Ch. 6 Autocorrelation for Nonparametric Data (Wald-Wolfowitz Runs Test) 94
Ch. 7 T-Test 98
Ch. 8 Analysis of Variance 115
Ch. 9 Regression 128
Ch. 10 Factor Analysis 165
Ch. 11 Calculating a Stock's Beta 196
Ch. 12 Predictive Ability 202
Pt. III Advanced Financial Techniques/Methodologies 217
Ch. 13 Event Studies 217
Ch. 14 Unit Root Test 279
Ch. 15 Granger Causality 289
Ch. 16 Cointegration 296
Ch. 17 Vector Autoregression 311
Ch. 18 Vector Error Correction 317 Ch. 19 ARCH/GARCH 326
Ch. 20 Programming a Binomial Option Pricing Model 344
Ch. 21 Programming a Black-Scholes Option Pricing Model 370
Pt. IV Writing a Financial Study 403
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