Description
Book SynopsisâœThe book will form a solid foundation to support the transition of students into the world of work or further research.â
Professor Jane M Binner, Chair of Finance, Department of Finance, University of Birmingham, UK
âœIn over 20 years of teaching quantitative methods, I have rarely come across a book such as this which meets/exceeds all the expectations of its intended audience so wellâ
Tuan Yu, Lecturer, Kent Business School, Canterbury, UK
âœThis is a fantastic book for anyone wanting to understand, learn and apply quantitative methods in finance using Râ
Professor Raphael Markellos, Professor of Finance, Norwich Business School, UK
Quantitative Methods in Finance Using R draws on the extensive teaching and research expertise of John Fry and Matt Burke, covering a wide range of quantitative methods in Finance that utilise the freely down
Table of Contents
Chapter 1. Introduction
Chapter 2. Summary statistics and elementary data presentation
Chapter 3. Basic hypothesis tests
Chapter 4. An introduction to regression
Chapter 5. The extra sum of squares principle and regression modelling assumptions
Chapter 6. Violations of regression modelling assumptions – autocorrelation
Chapter 7. Violations of regression modelling assumptions – multicollinearity
Chapter 8. Dummy variable regression models
Chapter 9. Qualitative response regression models
Chapter 10. Linear mixed and generalised linear mixed models
Chapter 11. Non-financial time series models
Chapter 12. Modelling financial price data
Chapter 13. ARCH/GARCH models
