03950cam a2200757 i 4500 ocn863100784 OCoLC 20171105083149.0 m o d cr ||||||||||| 131114s2014 njua ob 001 0 eng 2013046014 9781118727430 electronic bk. 1118727436 electronic bk. 9781118727232 electronic bk. 1118727231 electronic bk. 9781118797259 1118797256 9781118856406 1118856406 9781118573204 (cloth) 9781306638173 1306638178 CHBIS 010442036 CHVBK 334090199 DEBSZ 431648069 NZ1 15497433 DEBSZ 475024419 DEBBG BV041877788 (OCoLC)863100784 (OCoLC)871860571 (OCoLC)905091798 (OCoLC)961589162 (OCoLC)962706586 CL0500000568 Safari Books Online BA8A623E-B772-4EA0-B7F9-E04FB193F7C8 OverDrive, Inc. http://www.overdrive.com DLC eng rda pn DLC YDX N$T YDXCP IDEBK EBLCP DG1 CUS CDX RECBK OCLCF ZCU E7B UMI DEBSZ OCLCO OCLCQ OCLCO TEFOD DG1 pcc MAIN HG106 BUS 069000 bisacsh BUS 055000 bisacsh 330.01/5195 23 Fabozzi, Frank J. 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. [electronic resource] Hoboken, New Jersey : John Wiley & Sons, Inc., [2014] 1 online resource (xxi, 428 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier 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. "An accessible guide to the growing field of financial econometrics ."--Provided by publisher. Print version record and CIP data provided by publisher. Finance Econometric models. Econometrics. Finance Mathematical models. Finance. Financial risk management. BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh Econometrics. fast (OCoLC)fst00901574 Finance Econometric models. fast (OCoLC)fst00924377 Electronic books. Print version: Fabozzi, Frank J. Basics of econometrics. Hoboken, New Jersey : John Wiley & Sons, Inc., [2014] 9781118573204 (DLC) 2013043119 (OCoLC)863100554 Frank J. Fabozzi series. http://onlinelibrary.wiley.com/book/10.1002/9781118856406 Wiley Online Library ddc BK 207092 207092