CENTRAL LIBRARY

Welcome to Online Public Access Catalogue (OPAC)

Normal view MARC view ISBD view

The basics of financial econometrics : tools, concepts, and asset management applications / Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter.

By: Fabozzi, Frank J.
Material type: materialTypeLabelBookSeries: Frank J. Fabozzi series: Publisher: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]Description: 1 online resource (xxi, 428 pages) : illustrations.Content type: text Media type: computer Carrier type: online resourceISBN: 9781118727430; 1118727436; 9781118727232; 1118727231; 9781306638173; 1306638178.Subject(s): Finance -- Econometric models | Econometrics | Finance -- Mathematical models | Finance | Financial risk management | BUSINESS & ECONOMICS -- Economics -- General | BUSINESS & ECONOMICS -- Reference | Econometrics | Finance -- Econometric modelsGenre/Form: Electronic books.Additional physical formats: Print version:: Basics of econometrics.DDC classification: 330.01/5195 Online resources: Wiley Online Library
Contents:
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.
Summary: "An accessible guide to the growing field of financial econometrics ."--Provided by publisher.
Tags from this library: No tags from this library for this title. Log in to add tags.
No physical items for this record

Includes bibliographical references and index.

Print version record and CIP data provided by publisher.

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.

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

There are no comments for this item.

Log in to your account to post a comment.

Khulna University of Engineering & Technology

Funded by: HEQEP, UGC, Bangladesh