Fabozzi, Frank J. <br/><br/>
The basics of financial econometrics :  tools, concepts, and asset management applications / 
Frank J. Fabozzi, Sergio M. Focardi, (et al...) 
 - New Jersey :  John Wiley & Sons ,  2014. 
 - xxi, 428 pages :  illustrations ;  24 cm. 
<br/><br/>Includes bibliographical references and index . 
<br/><br/>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 
<br/><br/><label>ISBN: </label>9781118573204 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Econometric models.<br/>Econometrics.
<br/><br/><label>Dewey Class. No.: </label>330.015195  / FAB