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Regression analysis by example
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ISBN: 9780470905845 0470905840 Year: 2012 Publisher: Hoboken: Wiley,

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"This Fifth Edition has been expanded and thoroughly updated to reflect recent advances in the field. The emphasis continues to be on exploratory data analysis rather than statistical theory. The coverage offers in-depth treatment of regression diagnostics, transformation, multicollinearity, logistic regression, and robust regression. Methods of regression analysis are clearly demonstrated, and examples containing the types of irregularities commonly encountered in the real world are provided. Each example isolates one or two techniques and features detailed discussions of the techniques themselves, the required assumptions, and the evaluated success of each technique"


Book
Running regressions
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ISBN: 9780521603089 9780521842112 0521842115 0521603080 9780511814839 1139861468 1139698478 0511814836 Year: 2009 Publisher: Cambridge Cambridge University Press

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Running Regressions introduces first-year social science undergraduates, particularly those studying economics and business, to the practical aspects of simple regression analysis, without adopting an esoteric, mathematical approach. It shows that statistical analysis can be simultaneously straightforward, useful and interesting, and can deal with topical, real-world issues. Each chapter introduces an economic theory or idea by relating it to an issue of topical interest, and explains how data and econometric analysis can be used to test it. The book can be used as a self-standing text or to supplement conventional econometric texts. It is also ideally suited as a guide to essays and project work.


Book
Regression modeling with actuarial and financial applications
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ISBN: 9780521760119 0521760119 9780521135962 0521135966 9780511674099 9780511814372 9780511675287 0511675283 0511814372 9780511669187 0511669186 9780511673306 0511673302 9780511672033 0511672039 1107713358 9781107713352 1282486896 9781282486898 9786612486890 6612486899 0511674090 0511670753 9780511670756 Year: 2010 Publisher: Cambridge Cambridge University Press

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This text gives budding actuaries and financial analysts a foundation in multiple regression and time series. They will learn about these statistical techniques using data on the demand for insurance, lottery sales, foreign exchange rates, and other applications. Although no specific knowledge of risk management or finance is presumed, the approach introduces applications in which statistical techniques can be used to analyze real data of interest. In addition to the fundamentals, this book describes several advanced statistical topics that are particularly relevant to actuarial and financial practice, including the analysis of longitudinal, two-part (frequency/severity), and fat-tailed data. Datasets with detailed descriptions, sample statistical software scripts in 'R' and 'SAS', and tips on writing a statistical report, including sample projects, can be found on the book's Web site: http://research.bus.wisc.edu/RegActuaries.

Keywords

Insurance --- Finance --- Regression analysis --- Finances --- Analyse de régression --- Statistical methods --- Méthodes statistiques --- Regression Analysis --- E-books --- AA / International- internationaal --- 305.0 --- 306.4 --- 304.0 --- 368.00 --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Correlatie, regressie (toegepaste statistiek). --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- Theorieën over verzekeringen. Actuariële wetenschappen. --- Regression analysis. --- Analysis, Regression --- Linear regression --- Regression modeling --- Multivariate analysis --- Structural equation modeling --- Actuarial statistics --- Insurance statistics --- Statistical methods. --- Mathematics --- Analyse de régression --- Méthodes statistiques --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Correlatie, regressie (toegepaste statistiek) --- Theorieën over verzekeringen. Actuariële wetenschappen --- Assegurances --- Matemàtica financera. --- Anàlisi de regressió. --- Mètodes estadístics. --- Mètodes estadístics --- Estadística --- Estadística matemàtica --- Aritmètica comercial --- Matemàtica comercial --- Negocis --- Matemàtica --- Economia financera --- Economia --- Moneda --- Qüestió monetària --- Estadística actuarial --- Insurance - Statistical methods --- Finance - Statistical methods


Book
Price indexes and quality change : studies in new methods of measurement
Authors: ---
ISBN: 0674704207 9780674704206 Year: 1971 Publisher: Cambridge, Mass.: Harvard university press,

Statistics of financial markets: an introduction
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ISBN: 3540216758 3662100266 Year: 2004 Publisher: Berlin Springer

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Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management. From the reviews of the first edition: "The book starts … with five eye-catching pages that reproduce a student’s handwritten notes for the examination that is based on this book. … The material is well presented with a good balance between theoretical and applied aspects. … The book is an excellent demonstration of the power of stochastics … . The author’s goal is well achieved: this book can satisfy the needs of different groups of readers … . " (Jordan Stoyanov, Journal of the Royal Statistical Society, Vol. 168 (4), 2005).

Keywords

Private finance --- Mathematical statistics --- AA / International- internationaal --- 305.970 --- 306.4 --- 305.91 --- 305.7 --- 333.605 --- 303.5 --- 339.42 --- Finance --- -Finance --- -332.0151 --- Funding --- Funds --- Economics --- Currency question --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Correlatie, regressie (toegepaste statistiek). --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. --- Nieuwe financiële instrumenten. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Financiële analyse. --- Statistical methods --- Mathematical models --- Mathematical models. --- Statistical methods. --- 332.0151 --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Correlatie, regressie (toegepaste statistiek) --- Nieuwe financiële instrumenten --- Financiële analyse --- Econometrics. --- Statistics . --- Economics, Mathematical . --- Finance. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Quantitative Finance. --- Finance, general. --- Mathematical economics --- Econometrics --- Mathematics --- Statistical analysis --- Statistical data --- Statistical science --- Economics, Mathematical --- Statistics --- Methodology --- Finances

Statistics of financial markets : an introduction
Authors: --- ---
ISBN: 3540762698 3540762728 9783540762690 Year: 2008 Publisher: Berlin: Springer,

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Abstract

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.

Keywords

Finance --- Statistical methods. --- Mathematical models. --- Econometrics. --- Statistics. --- Finance. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Quantitative Finance. --- Finance, general. --- Funding --- Funds --- Economics --- Currency question --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Economics, Mathematical --- Statistics --- Statistics . --- Economics, Mathematical . --- Mathematical economics --- Methodology --- Finance - Statistical methods --- Finance - Mathematical models --- 332.015195 --- 303.5 --- 305.7 --- 305.91 --- 305.970 --- 306.4 --- 333.605 --- 339.42 --- AA / International- internationaal --- 336.7 --- 519.2 --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- 336.7 Geldwezen. Kredietwezen. Bankwezen. Financien. Monetaire econonomie. Beurswezen --- Geldwezen. Kredietwezen. Bankwezen. Financien. Monetaire econonomie. Beurswezen --- Mathematical models --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Correlatie, regressie (toegepaste statistiek) --- Nieuwe financiële instrumenten --- Financiële analyse --- Economics, Mathematical.

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