The tools, concepts, and asset management applications Fabozzi, Frank J. creator text bibliography Electronic books. nju 2014 monographic eng

electronic resource

1 online resource (xxi, 428 pages) : illustrations. "An accessible guide to the growing field of financial econometrics ."--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. Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter. Includes bibliographical references and index. Finance Econometric models Econometrics Finance Mathematical models Finance Financial risk management BUSINESS & ECONOMICS Economics General BUSINESS & ECONOMICS Reference Econometrics Finance Econometric models HG106 330.01/5195 Fabozzi, Frank J. Hoboken, New Jersey : John Wiley & Sons, Inc., [2014] (DLC) 2013043119 (OCoLC)863100554 9781118727430 1118727436 9781118727232 1118727231 9781306638173 1306638178 2013046014 CL0500000568 Safari Books Online BA8A623E-B772-4EA0-B7F9-E04FB193F7C8 OverDrive, Inc. http://onlinelibrary.wiley.com/book/10.1002/9781118856406 http://onlinelibrary.wiley.com/book/10.1002/9781118856406 DLC 131114 20171105083149.0 ocn863100784 eng