000 01744nam a22004337a 4500
003 Central Library, Khulna University
005 20250413100614.0
008 250413m20142019nyua|||| |||| 001 0 eng d
020 _a9781108436823
040 _cCentral Library, Khulna University
041 _2eng
082 _a332.015195
_bBRI
100 _a Brooks ,Chris
_eWriter
245 _aIntroductory Econometrics for Finance /
_cChris Brooks.
250 _a4th ed.
260 _aNew York :
_bCambridge University press ,
_c2019.
300 _a696 p. :
_bills. ;
_c24 cm.
504 _aIncludes index and bibliographies.
505 0 _a Introduction and mathematical foundations
505 _aStatistical foundations and dealing with data
505 _aA brief overview of the classical linear regression model
505 _aFurther development and analysis of the classical linear regression model
505 _aClassical linear regression model assumptions and diagnostic tests
505 _aUnivariate time-series modelling and forecasting
505 _aMultivariate models
505 _aModelling long-run relationships in finance – Modelling volatility and correlation
505 _aSwitching and state space models
505 _aPanel data
505 _aLimited dependent variable models
505 _aSimulation methods
505 _aAdditional econometric techniques for financial research
505 _aConducting empirical research or doing a project or dissertation in finance
650 _a Econometrics
650 _aEconomics
650 _aFinance Econometric models
650 _aFinancial econometrics
650 _aQuantitative finance
942 _cBK
999 _c18808
_d18808