Title Performing financial studies : a methodological cookbook / Michael J. Seiler

Published Upper Saddle River, N.J. : Prentice Hall, [2004] ©2004

Copies

Location	Call no.	Vol.	Availability
WATERFT BUSINESS	332.015195 Sei/Pfs		AVAILABLE
MELB	332.015195 Sei/Pfs		AVAILABLE

Description xiii, 432 pages : illustrations, 1 portrait ; 26 cm Contents Pt. I. Getting Started -- Ch. 1. Understanding Your Data -- Ch. 2. Preparing Your Data for Analysis -- Pt. II. Basic Financial Statistics/Methodologies -- Ch. 3. Correlation -- Ch. 4. Autocorrelation -- Ch. 5. Partial Autocorrelation -- Ch. 6. Autocorrelation for Nonparametric Data (Wald-Wolfowitz Runs Test) -- Ch. 7. T-Test -- Ch. 8. Analysis of Variance -- Ch. 9. Regression -- Ch. 10. Factor Analysis -- Ch. 11. Calculating a Stock's Beta -- Ch. 12. Predictive Ability -- Pt. III. Advanced Financial Techniques/Methodologies -- Ch. 13. Event Studies -- Ch. 14. Unit Root Test -- Ch. 15. Granger Causality -- Ch. 16. Cointegration -- Ch. 17. Vector Autoregression -- Ch. 18. Vector Error Correction -- Ch. 19. ARCH/GARCH -- Ch. 20. Programming a Binomial Option Pricing Model -- Ch. 21. Programming a Black-Scholes Option Pricing Model -- Pt. IV. Writing a Financial Study -- Ch. 22. Sections in a Financial Study -- Ch. 23. Bringing Output into Microsoft Word -- App. Dataset Descriptions Notes Includes index Subject Finance -- Statistical methods. Finance -- Data processing. Finance -- Study and teaching. Finance -- Statistics. LC no. 2002190878 ISBN 0130479810 paperback

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