Applied Finance and General Statistical Analysis: with SAS

Applied Finance and General Statistical Analysis: with SAS Examples, First Edition

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 www.efficientminds.com for up-to-date analysis of current events, educational material, and consulting services.
Country USA
Brand CREATESPACE
Manufacturer CreateSpace Independent Publishing Platform
Binding Paperback
UnitCount 1
EANs 9781453633632
ReleaseDate 0000-00-00

Country	USA
Brand	CREATESPACE
Manufacturer	CreateSpace Independent Publishing Platform
Binding	Paperback
UnitCount	1
EANs	9781453633632
ReleaseDate	0000-00-00

Applied Finance and General Statistical Analysis: with SAS Examples, First Edition

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