The basics of financial econometrics : tools, concepts, and asset management applications /
"An accessible guide to the growing field of financial econometrics ."--Provided by publisher
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2014]
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Colección: | Frank J. Fabozzi series.
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Temas: | |
Acceso en línea: | Texto completo Texto completo |
Tabla de Contenidos:
- 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.