The basics of financial econometrics : (Record no. 23767)
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000 -LEADER | |
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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 |
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 |
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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 |