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The basics of financial econometrics : tools, concepts, and asset management applications /

"An accessible guide to the growing field of financial econometrics ."--Provided by publisher

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Fabozzi, Frank J.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]
Colección:Frank J. Fabozzi series.
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.