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The basics of financial econometrics : tools, concepts, and asset management applications /

"An accessible guide to the growing field of financial econometrics ."--Provided by publisher.

Bibliographic Details
Main Author: Fabozzi, Frank J.
Format: eBook
Language:English
Published: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]
Series:Frank J. Fabozzi series.
Subjects:
Finance > Econometric models.
Econometrics.
Finance > Mathematical models.
Finance.
Financial risk management.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Electronic books.
Online Access:View fulltext via EzAccess
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049 |a MAIN 
100 1 |a Fabozzi, Frank J. 
245 1 4 |a The basics of financial econometrics :  |b tools, concepts, and asset management applications /  |c Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter. 
264 1 |a Hoboken, New Jersey :  |b John Wiley & Sons, Inc.,  |c [2014] 
300 |a 1 online resource (xxi, 428 pages) :  |b illustrations. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a The Frank J. Fabozzi series 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record and CIP data provided by publisher. 
505 0 |a Simple Linear Regression -- Multiple Linear Regression -- Building and Testing a Multiple Linear Regression Model -- Introduction to Time Series Analysis -- Regression Models with Categorical Variables -- Quantile Regressions -- Robust Regressions -- Autoregressive Moving Average Models -- Cointegration -- Autoregressive Heteroscedasticity Model and Its Variants -- Factor Analysis and Principal Components Analysis -- Model Estimation -- Model Selection -- 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. 
520 |a "An accessible guide to the growing field of financial econometrics ."--Provided by publisher. 
650 0 |a Finance  |x Econometric models. 
650 0 |a Econometrics. 
650 4 |a Finance  |x Mathematical models. 
650 4 |a Finance. 
650 4 |a Financial risk management. 
650 7 |a BUSINESS & ECONOMICS  |x Economics  |x General.  |2 bisacsh 
650 7 |a BUSINESS & ECONOMICS  |x Reference.  |2 bisacsh 
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650 7 |a Finance  |x Econometric models.  |2 fast  |0 (OCoLC)fst00924377 
655 4 |a Electronic books. 
776 0 8 |i Print version:  |a Fabozzi, Frank J.  |t Basics of econometrics.  |d Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]  |z 9781118573204  |w (DLC) 2013043119  |w (OCoLC)863100554 
830 0 |a Frank J. Fabozzi series. 
856 4 0 |z View fulltext via EzAccess  |u https://ezaccess.library.uitm.edu.my/login?url=https://doi.org/10.1002/9781118856406 
994 |a 92  |b DG1 

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