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.
KeywordsRisky Asset Nonparametric Regression Future Return GARCH Model Market Data
Unable to display preview. Download preview PDF.