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Introductory Econometrics for Finance / Chris Brooks.

By: Material type: TextTextPublication details: New York : Cambridge University press , 2019.Edition: 4th edDescription: 696 p. : ills. ; 24 cmISBN:
  • 9781108436823
Subject(s): DDC classification:
  • 332.015195 BRI
Contents:
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
Item type: Books List(s) this item appears in: Business Administration Discipline
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Item type Current library Collection Shelving location Call number Copy number Status Date due Barcode
Books Books KU Central Library Rack No. : 10 Shelve No. : B-03 Reference Section (Non-Issuable Books) 332.015195 BRI 2019 (Browse shelf(Opens below)) C-1 (NI) Not For Loan 53677
Books Books KU Central Library Rack No. : 13 Shelve No. : A-05 General Stack (Issuable Books) 332.015195 BRI 2019 (Browse shelf(Opens below)) C-2 (NI) Available 53678

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

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