Analysis of Financial Data

Analysis of Financial Data teaches basic methods andtechniques of data analysis to finance students. It coversmany of the major tools used by the financial economist i.e.regression and time series methods including discussion ofnonstationary models, multivariate concepts such as cointegrationand models of conditional volatility. It shows studentshow to apply such techniques in the context of real-world empiricalproblems. It adopts a largely non-mathematical approachrelying on verbal and graphical intuition and contains extensiveuse of real data examples and involves readers in hands-on computerwork. Analysis of Financial Data has been adapted by Gary Koopfrom his highly successful textbook Analysis of EconomicData.