TY  - BOOK
AU  - Fabozzi,Frank J.
AU  - Focardi, Sergio M. 
AU  - Rachev, Svetlozar T. 
AU  - Arshanapalli, Bala G. 
TI  - The basics of financial econometrics: tools, concepts, and asset management applications 
SN  - 9781118573204
U1  - 330.015195 
PY  - 2014///
CY  - New Jersey
PB  - John Wiley & Sons
KW  - Finance
KW  - Econometric models
KW  - Econometrics
N1  - Includes bibliographical references and index; Chapter 1 Introduction 
Chapter 2 Simple Linear Regression
CHAPTER 3 Multiple Linear Regression
Chapter 4 Building and Testing a Multiple Linear Regression Model
Chapter 5 Introduction to Time Series Analysis
Chapter 6 Regression Models with Categorical Variables
Chapter 7 Quantile Regressions
Chapter  8 Robust Regressions
Chapter 9 Autoregressive Moving Average Models
Chapter 10 Cointegration
Chapter 11 Autoregressive Heteroscedasticity Model and Its Variants
Chapter 12 Factor Analysis and Principal Components Analysis
Chapter 13 Model Estimation
Chapter  14 Model Selection
Chapter 15 Formulating and Implementing Investment Strategies Using Financial Econometrics
Appendix A Descriptive Statistics
Appendix B Continuous Probability Distributions Commonly Used in Financial Econometrics
Appendix C Inferential Statistics
Appendix D Fundamentals of Matrix Algebra
Appendix E Model Selection Criterion: AIC and BIC
Appendix F Robust Statistics
ER  -