Introductory Econometrics for Finance /
Brooks ,Chris
Introductory Econometrics for Finance / Chris Brooks. - 4th ed. - New York : Cambridge University press , 2019. - 696 p. : ills. ; 24 cm.
Includes index and bibliographies.
Introduction and mathematical foundations
Statistical foundations and dealing with data
A brief overview of the classical linear regression model
Further development and analysis of the classical linear regression model
Classical linear regression model assumptions and diagnostic tests
Univariate time-series modelling and forecasting
Multivariate models
Modelling long-run relationships in finance – Modelling volatility and correlation
Switching and state space models
Panel data
Limited dependent variable models
Simulation methods
Additional econometric techniques for financial research
Conducting empirical research or doing a project or dissertation in finance
9781108436823
Econometrics
Economics
Finance Econometric models
Financial econometrics
Quantitative finance
332.015195 / BRI
Introductory Econometrics for Finance / Chris Brooks. - 4th ed. - New York : Cambridge University press , 2019. - 696 p. : ills. ; 24 cm.
Includes index and bibliographies.
Introduction and mathematical foundations
Statistical foundations and dealing with data
A brief overview of the classical linear regression model
Further development and analysis of the classical linear regression model
Classical linear regression model assumptions and diagnostic tests
Univariate time-series modelling and forecasting
Multivariate models
Modelling long-run relationships in finance – Modelling volatility and correlation
Switching and state space models
Panel data
Limited dependent variable models
Simulation methods
Additional econometric techniques for financial research
Conducting empirical research or doing a project or dissertation in finance
9781108436823
Econometrics
Economics
Finance Econometric models
Financial econometrics
Quantitative finance
332.015195 / BRI