Analysis of Financial Data

Professor Gary Koop

  • Email:    gary.koop@strath.ac.uk

  • Office:    Room 4.06, Department of Economics,

          Sir William Duncan Building, 130 Rottenrow, Glasgow G4 0GE

  • Office hours: Tuesday 3-4

Course Outline

Course Outline for Analysis of Financial Data

 
Lecture Slides

A Quick Review of Regression for Cross-sectional Data

Regression with Lagged Explanatory Variables

Univariate Time Series Analysis

Regression with Time Series Variables

Regression with Time Series Variables with Several Equations

Financial Volatility

Problem Sheets for Computer Lab Sessions

Problem set 1

Problem set 2

Problem set 3

Problem set 4

Problem set 5

Data Sets

All Data sets are available through the website associated with the textbook:

http://www.wiley.com/go/koopafd

Details About the Empirical Project

Instructions for Empirical project

Sample Exam (with sketches of answers)

Sample Exam

 

Last Updated: May 2007.