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Introduction

  • David Ruppert
Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

This book is about the analysis of financial markets data. After this brief introductory chapter, we turn immediately in Chapters 2 and 3 to the sources of the data, returns on equities and prices and yields on bonds. Chapter 4 develops methods for informal, often graphical, analysis of data. More formal methods based on statistical inference, that is, estimation and testing, are introduced in Chapter 5.

Keywords

Risky Asset Nonparametric Regression Future Return GARCH Model Market Data 
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, LLC 2011

Authors and Affiliations

  1. 1.School of Operations Research and Information EngineeringCornell UniversityIthacaUSA

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