Books in the Statistics and Econometrics for Finance series

The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data.

This guide is for practicing statisticians and data scientists who use IBM SPSS for statistical analysis of big data in business and finance.

This book introduces multivariate regression models and provides examples to help understand theory underpinning the model. The book presents the fundamentals of multivariate regression and then moves on to examine several related techniques that have application in business-orientated fields such as logistic and multinomial regression.

The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data.