000			01313nam a2200229Ia 4500
999			_c37272 _d37272
003			OSt
005			20210405131706.0
008			160316s2014 xxu||||| |||| 00| 0 eng d
020			_a9781139540872
040			_cn
082			_a332.010000 _bBRO
100			_aBrooks Chris
245			_aIntroductory eonometrics for finance
250			_a3rd
260			_aCambridge _bCambridge University Press _c2014
300			_a716p _cxxv
365			_b Rs. 4,828
505			_aCONTENTS 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
650			_a1. Finance - Econometric Models2. Econometrics
700			_a _a
942			_2ddc _cBK