000			01686cam a2200205 i 4500
020			_a9781118573204
082	0	0	_a330.015195 _bFAB
100	1		_aFabozzi, Frank J.
245	1	4	_aThe basics of financial econometrics : _btools, concepts, and asset management applications / _cFrank J. Fabozzi, Sergio M. Focardi, (et al...)
260			_aNew Jersey : _bJohn Wiley & Sons , _c2014.
300			_axxi, 428 pages : _billustrations ; _c24 cm.
504			_aIncludes bibliographical references and index .
505			_aChapter 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
650		0	_aFinance _xEconometric models.
650		0	_aEconometrics.
700			_aFocardi, Sergio M.
700			_aRachev, Svetlozar T.
700			_aArshanapalli, Bala G.
942			_2ddc _cBK
999			_c23767 _d23767