The basics of financial econometrics : (Record no. 23767)

MARC details
000 -LEADER
fixed length control field 01686cam a2200205 i 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118573204
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Item number FAB
100 1# - MAIN ENTRY--AUTHOR NAME
Author name Fabozzi, Frank J.
245 14 - TITLE STATEMENT
Title The basics of financial econometrics :
Sub Title tools, concepts, and asset management applications /
Statement of responsibility, etc Frank J. Fabozzi, Sergio M. Focardi, (et al...)
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication New Jersey :
Name of publisher John Wiley & Sons ,
Year of publication 2014.
300 ## - PHYSICAL DESCRIPTION
Number of Pages xxi, 428 pages :
Other physical details illustrations ;
Dimensions 24 cm.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index .
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note Chapter 1 Introduction <br/>Chapter 2 Simple Linear Regression<br/>CHAPTER 3 Multiple Linear Regression<br/>Chapter 4 Building and Testing a Multiple Linear Regression Model<br/>Chapter 5 Introduction to Time Series Analysis<br/>Chapter 6 Regression Models with Categorical Variables<br/>Chapter 7 Quantile Regressions<br/>Chapter 8 Robust Regressions<br/>Chapter 9 Autoregressive Moving Average Models<br/>Chapter 10 Cointegration<br/>Chapter 11 Autoregressive Heteroscedasticity Model and Its Variants<br/>Chapter 12 Factor Analysis and Principal Components Analysis<br/>Chapter 13 Model Estimation<br/>Chapter 14 Model Selection<br/>Chapter 15 Formulating and Implementing Investment Strategies Using Financial Econometrics<br/>Appendix A Descriptive Statistics<br/>Appendix B Continuous Probability Distributions Commonly Used in Financial Econometrics<br/>Appendix C Inferential Statistics<br/>Appendix D Fundamentals of Matrix Algebra<br/>Appendix E Model Selection Criterion: AIC and BIC<br/>Appendix F Robust Statistics
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Subject Finance
General subdivision Econometric models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Subject Econometrics.
700 ## - ADDED ENTRY--PERSONAL NAME
Author 2/ Editor Focardi, Sergio M.
700 ## - ADDED ENTRY--PERSONAL NAME
Author 2/ Editor Rachev, Svetlozar T.
700 ## - ADDED ENTRY--PERSONAL NAME
Author 2/ Editor Arshanapalli, Bala G.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Use restrictions Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Bill Date Full call number Accession Number Price effective from Koha item type
    Dewey Decimal Classification   Restricted Access   Reference Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 04/22/2025 Professional Book Services 12172.49 15-04-2025 330.015195 FAB 49588 04/22/2025 Books
    Dewey Decimal Classification       Reference Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 04/22/2025 Professional Book Services 12172.49 15-04-2025 330.015195 FAB 49589 04/22/2025 Books
    Dewey Decimal Classification   Restricted Access   Reference Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 04/22/2025 Professional Book Services 12172.49 15-04-2025 330.015195 FAB 49590 04/22/2025 Books

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