Skip to main content
  • 912 Accesses

Abstract

One fundamental change in today’s business environment is the gradual replacement of the industrial society with the information society. Information has become one of the most powerful commodities in the world today. Information systems management is increasingly becoming integrated into corporate and business strategy, with data integrity and availability improving as a result. This process is providing a rich source of financial and business data, much of which is proprietary to an organization, which managers and investors can utilize for the analysis of strategic decisions. Statistical analysis can provide inferences about the properties of the behavior of economic, financial and business data. These properties can include price processes, trends, seasonality, and distributions, which are important considerations in the modeling and analysis of data.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Bollerslev, T. Generalized autoregressive conditional heteroskedasticity, Journal of Econometrics, 31: 307–327, 1986.

    Article  Google Scholar 

  • Clewlow, L. and Strickland, C. Implementing Derivative Models, Wiley, 1998.

    Google Scholar 

  • Clewlow, L. and Strickland, C. Energy Derivatives, Pricing and Risk Management, Lacima, 2000.

    Google Scholar 

  • Copeland, T. and Antikarov, V. Real Options, Texere, 2001.

    Google Scholar 

  • Culp C.L. The Risk Management Process, Wiley, 2001.

    Google Scholar 

  • Dickey, D.A. and Fuller, W.A. Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 1979.

    Google Scholar 

  • Dickey, D.A. and Fuller, W.A. Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica, 49: 1057–1072, 1981.

    Article  Google Scholar 

  • Engle, R.F. Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation, Econometrica, 50: 987–1008, 1982.

    Article  Google Scholar 

  • Franses, P.H. Time Series for Business and Economic Forecasting, Cambridge University Press, 1998.

    Google Scholar 

  • Harvey, A.C. Time Series Models, Harvester Wheatsheaf, 1993.

    Google Scholar 

  • Hull, J.C. Options, Futures and Other Derivatives, Prentice Hall, 2000.

    Google Scholar 

  • Merton, R. On the pricing of corporate debt: the risk structure of interest rates, Journal of Finance, 29: 449–470, 1974.

    Google Scholar 

  • Mills, T.C. The Econometric Modelling of Financial Time Series, Cambridge University Press, 1999.

    Book  Google Scholar 

  • Pindyck, R. and Rubenfield, D. Econometric Models and Economic Forecasts, McGraw-Hill, 1998.

    Google Scholar 

  • Taylor, S.J. Modelling Financial Time Series, Wiley, 1986.

    Google Scholar 

Download references

Authors

Copyright information

© 2013 Jamie Rogers

About this chapter

Cite this chapter

Rogers, J. (2013). Data Analysis. In: Strategy, Value and Risk. Palgrave Macmillan Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230392687_7

Download citation

Publish with us

Policies and ethics