Fabozzi, Frank J.
The basics of financial econometrics : tools, concepts, and asset management applications / [electronic resource] 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 . - 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.
"An accessible guide to the growing field of financial econometrics ."--Provided by publisher.
9781118727430 1118727436 9781118727232 1118727231 9781306638173 1306638178
CL0500000568 Safari Books Online BA8A623E-B772-4EA0-B7F9-E04FB193F7C8 OverDrive, Inc. http://www.overdrive.com
2013046014
Finance--Econometric models.
Econometrics.
Finance--Mathematical models.
Finance.
Financial risk management.
BUSINESS & ECONOMICS--Economics--General.
BUSINESS & ECONOMICS--Reference.
Econometrics.
Finance--Econometric models.
Electronic books.
HG106
330.01/5195
The basics of financial econometrics : tools, concepts, and asset management applications / [electronic resource] 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 . - 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.
"An accessible guide to the growing field of financial econometrics ."--Provided by publisher.
9781118727430 1118727436 9781118727232 1118727231 9781306638173 1306638178
CL0500000568 Safari Books Online BA8A623E-B772-4EA0-B7F9-E04FB193F7C8 OverDrive, Inc. http://www.overdrive.com
2013046014
Finance--Econometric models.
Econometrics.
Finance--Mathematical models.
Finance.
Financial risk management.
BUSINESS & ECONOMICS--Economics--General.
BUSINESS & ECONOMICS--Reference.
Econometrics.
Finance--Econometric models.
Electronic books.
HG106
330.01/5195