Statistical Methodology

  • Manolis G. Kavussanos
  • Stelios N. Marcoulis
Chapter

Abstract

The type of research methodologies used in analysing stock returns in the book is outlined in this technical chapter. The chapter begins with definitions of useful summary statistics, such as the mean, standard deviation, coefficient of variation, and their interpretation. Tests statistics for inferences on population means, proportions and differences of means, among others, are also presented.

Keywords

Ordinary Little Square Excess Return ARIMA Model Augmented Dickey Fuller Individual Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2001

Authors and Affiliations

  • Manolis G. Kavussanos
    • 1
  • Stelios N. Marcoulis
    • 1
    • 2
  1. 1.City University Business SchoolLondonUK
  2. 2.Laiki InvestmentsCyprus Popular Bank GroupNicosiaCyprus

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