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Introduction

  • David Ruppert
  • David S. Matteson
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 Chaps.  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 Chap.  5 The chapters that follow Chap.  5 cover a variety of more advanced statistical techniques: ARIMA models, regression, multivariate models, copulas, GARCH models, factor models, cointegration, Bayesian statistics, and nonparametric regression.

Keywords

Risky Asset Nonparametric Regression GARCH Model ARIMA Model Bayesian Statistic 
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.

References

  1. Box, G. E. P. (1976) Science and statistics, Journal of the American Statistical Association, 71, 791–799.CrossRefzbMATHMathSciNetGoogle Scholar

Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • David Ruppert
    • 1
  • David S. Matteson
    • 2
  1. 1.Department of Statistical Science and School of ORIECornell UniversityIthacaUSA
  2. 2.Department of Statistical Science Department of Social StatisticsCornell UniversityIthacaUSA

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