Cover is for reference only

The basics of financial econometrics : tools, concepts, and asset management applications /

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

Saved in:
Bibliographic Details
Main Authors: Fabozzi, Frank J
Published: John Wiley & Sons, Inc.,
Publisher Address: Hoboken, New Jersey :
Publication Dates: [2014]
Literature type: eBook
Language: English
Series: The Frank J. Fabozzi series
Subjects:
Finance > Econometric models
Econometrics
Finance > Mathematical models
Finance
Financial risk management
BUSINESS & ECONOMICS > Economics > General
BUSINESS & ECONOMICS > Reference
Electronic books
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781118856406
Summary: "An accessible guide to the growing field of financial econometrics ."--Provided by publisher.
Carrier Form: 1 online resource (xxi, 428 pages) : illustrations.
Bibliography: Includes bibliographical references and index.
ISBN: 9781118727430
1118727436
9781118727232
1118727231
9781118797259
1118797256
9781118856406
1118856406
Index Number: HG106
CLC: F224.0
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: Conti

Related Book Recommendations