عنوان
پدید آورنده
موضوع
رده
HG106 .F33 2014eb
HG106
.
F33
2014eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
111857320X
(Number (ISBN
1118727231
(Number (ISBN
1118727436
(Number (ISBN
1306638178
(Number (ISBN
9781118573204
(Number (ISBN
9781118727232
(Number (ISBN
9781118727430
(Number (ISBN
9781306638173
Erroneous ISBN
1118797256
Erroneous ISBN
1118856406
Erroneous ISBN
9781118573204
Erroneous ISBN
9781118797259
Erroneous ISBN
9781118856406
NATIONAL BIBLIOGRAPHY NUMBER
Number
dltt
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
The basics of financial econometrics :
General Material Designation
[Book]
Other Title Information
tools, concepts, and asset management applications /
First Statement of Responsibility
Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xxi, 428 pages) :
Other Physical Details
illustrations.
SERIES
Series Title
The Frank J. Fabozzi series
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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
SUMMARY OR ABSTRACT
Text of Note
"An accessible guide to the growing field of financial econometrics ."--Provided by publisher.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
OverDrive, Inc.
Source for Acquisition/Subscription Address
Safari Books Online
Stock Number
BA8A623E-B772-4EA0-B7F9-E04FB193F7C8
Stock Number
CL0500000568
OTHER EDITION IN ANOTHER MEDIUM
Title
Basics of econometrics.
International Standard Book Number
9781118573204
TOPICAL NAME USED AS SUBJECT
Econometrics.
Finance-- Econometric models.
(SUBJECT CATEGORY (Provisional
BUS-- 055000
BUS-- 069000
DEWEY DECIMAL CLASSIFICATION
Number
330
.
01/5195
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG106
Book number
.
F33
2014eb
PERSONAL NAME - PRIMARY RESPONSIBILITY
Fabozzi, Frank J.
ORIGINATING SOURCE
Date of Transaction
20181116042707.8
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
