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This book offers a detailed application guide to XploRe - the interactive statistical computing environment - with case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn in gradual steps how XploRe works in real life applications. Many examples...
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Preface -- Financial modelling -- What is financial modelling? -- Linear regression models -- Regression diagnostics -- Categorical variable models -- Stationary and non-stationary time series -- Dynamic models ii -- Panel data regression models (pooling and panel estimation) -- Asset price and...
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"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …
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