Analysis of Financial Data

Abdul Quader Miah ()
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Abdul Quader Miah: Asian Institute of Technology

Chapter Chapter 16 in Applied Statistics for Social and Management Sciences, 2016, pp 303-324 from Springer

Abstract: Abstract The chapter shows the techniques for analysis of financial data which usually entail time series data. Examples are provided to show how to analyze project investment data and to get financial terms such as NPVC, NPVB, and BCR. Technique for statistical estimation of IRR is demonstrated. Qualitative and quantitative assessment of risk is shown. It is shown how to do trend analysis using time series data. The popular autoregressive model is developed. The technique for forecasting with and without the use of a model is demonstrated. Examples are used.

Keywords: Financial data; NPVC; NPVB; BCR IRR; Statistical estimation of IRR; Autoregressive model; Risk assessment (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-10-0401-8_16

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DOI: 10.1007/978-981-10-0401-8_16

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