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Introductory eonometrics for finance
Publication details: Cambridge Cambridge University Press 2014Edition: 3rdDescription: 716p xxvISBN:- 9781139540872
- 332.010000 BRO
Contents:
CONTENTS
1. Introduction;
2. Mathematical and statistical foundations;
3. A brief overview of the classical linear regression model;
4. Further development and analysis of the classical linear regression model;
5. Classical linear regression model assumptions and diagnostic tests;
6. Univariate time series modelling and forecasting;
7. Multivariate models;
8. Modelling long-run relationships in finance;
9. Modelling volatility and correlation;
10. Switching models;
11. Panel data;
12. Limited dependent variable models;
13. Simulation methods;
14. Conducting empirical research or doing a project or dissertation in finance;
Appendix 1. Sources of data used in this book;
Appendix 2. Tables of statistical distributions
| Item type | Current library | Call number | Status | Barcode | |
|---|---|---|---|---|---|
BOOKs
|
. | 332.01 BRO (Browse shelf(Opens below)) | Available | 31473 |
CONTENTS
1. Introduction;
2. Mathematical and statistical foundations;
3. A brief overview of the classical linear regression model;
4. Further development and analysis of the classical linear regression model;
5. Classical linear regression model assumptions and diagnostic tests;
6. Univariate time series modelling and forecasting;
7. Multivariate models;
8. Modelling long-run relationships in finance;
9. Modelling volatility and correlation;
10. Switching models;
11. Panel data;
12. Limited dependent variable models;
13. Simulation methods;
14. Conducting empirical research or doing a project or dissertation in finance;
Appendix 1. Sources of data used in this book;
Appendix 2. Tables of statistical distributions