Analysis of Financial Data teaches basic methods and techniques of data analysis to finance students. It covers
many of the major tools used by the financial economist i.e. regression and time series methods including discussion
of nonstationary models, multivariate concepts such as cointegration and models of conditional volatility. It shows
students how to apply such techniques in the context of real-world empirical problems. It adopts a largely non-mathematical
approach relying on verbal and graphical intuition and contains extensive use of real data examples and involves
readers in hands-on computer work.
Analysis of Financial Data has been adapted by Gary Koop from his highly successful textbook Analysis of Economic
Data.