The content of this book was initially assembled during my Ph.D. studies at the University of Tennessee as a means to keep track of lessons learned applying statistical analysis to finance and economic problems. Quite often I encountered scenarios where available documentation was limited, nonexistent, or was inadequately explained. It is my hope that this book fills in gaps in understanding for you as it has for me. The first eight chapters of this book provide some of the fundamental statistical analyses (i.e., converting ...
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The content of this book was initially assembled during my Ph.D. studies at the University of Tennessee as a means to keep track of lessons learned applying statistical analysis to finance and economic problems. Quite often I encountered scenarios where available documentation was limited, nonexistent, or was inadequately explained. It is my hope that this book fills in gaps in understanding for you as it has for me. The first eight chapters of this book provide some of the fundamental statistical analyses (i.e., converting low-frequency data to high-frequency data and performing univariate statistics). From there more in-depth statistical analysis is covered in chapter nine which includes a discussion of asset pricing using GMM with detailed examples and chapter 10 with a discussion on the GRS test statistic. Chapter 11 goes even deeper with detailed discussions on stationarity; autocorrelation detection and correction; and heteroscedasticity detection, correction, and modeling, also including detailed examples. The book concludes with chapters 12, 13, and 14 that cover issues related with WRDS, CRSP, Compustat, and interest rate database utilization. Please visit my website and blog ... for up-to-date analysis of current events, educational material, and consulting services.
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Add this copy of Applied Finance and General Statistical Analysis: with to cart. $24.14, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by Createspace Independent Publishing Platform.
Add this copy of Applied Finance and General Statistical Analysis: With to cart. $44.49, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2010 by CreateSpace Independent Publis.
Add this copy of Applied Finance and General Statistical Analysis: With to cart. $86.80, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2010 by CreateSpace Independent Publis.
