عنوان

The basics of financial econometrics :

111857320X

1118727231

1118727436

1306638178

9781118573204

9781118727232

9781118727430

9781306638173

1118797256

1118856406

9781118573204

9781118797259

9781118856406

dltt

The basics of financial econometrics :

[Book]

tools, concepts, and asset management applications /

Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter.

1 online resource (xxi, 428 pages) :

illustrations.

The Frank J. Fabozzi series

Includes bibliographical references and index.

Simple Linear Regression -- Multiple Linear Regression -- Building and Testing a Multiple Linear Regression Model -- Introduction to Time Series Analysis -- Regression Models with Categorical Variables -- Quantile Regressions -- Robust Regressions -- Autoregressive Moving Average Models -- Cointegration -- Autoregressive Heteroscedasticity Model and Its Variants -- Factor Analysis and Principal Components Analysis -- Model Estimation -- Model Selection -- Formulating and Implementing Investment Strategies Using Financial Econometrics -- Appendix A: Descriptive Statistics -- Appendix B: Continuous Probability Distributions Commonly Used in Financial Econometrics -- Appendix C: Inferential Statistics -- Appendix D: Fundamentals of Matrix Algebra -- Appendix E: Model Selection Criterion: AIC and BIC -- Appendix F: Robust Statistics.

0

"An accessible guide to the growing field of financial econometrics ."--Provided by publisher.

OverDrive, Inc.

Safari Books Online

BA8A623E-B772-4EA0-B7F9-E04FB193F7C8

CL0500000568

Basics of econometrics.

9781118573204

Econometrics.

Finance-- Econometric models.

BUS-- 055000

BUS-- 069000

Fabozzi, Frank J.

20181116042707.8

pn

[Book]

Y