000 02390cam a2200361 i 4500
999 _c12031
_d12031
001 20814995
005 20210816102505.0
008 190118s2019 enka b 001 0 eng c
010 _a 2018061692
020 _a9781108422536
020 _a9781108436823
040 _aFUE
_beng
_cDLC
_erda
_dEG-NcFUE
042 _apcc
050 0 0 _aHG173
_b.B76 2019
082 0 0 _a332.015195
_223
_bB.C.I
100 1 _aBrooks, Chris,
_d1971-
_eauthor.
245 1 0 _aIntroductory econometrics for finance /
_cChris Brooks , The ICMA Centre, Henley Business School, University of Reading.
250 _aFourth edition.
264 1 _aCambridge, United Kingdom ;
_aNew York, NY :
_bCambridge University Press,
_c2019.
300 _axxxi, 696 pages :
_billustrations ;
_c25 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
504 _aIncludes bibliographical references (pages 672-687) and index.
505 0 _aPreface to the fourth edition; 1. Introduction and mathematical foundations; 2. Statistical foundations and dealing with data; 3. A brief overview of the classical linear regression; 4. Further development of classical linear regression; 5. Classical linear regression model assumptions; 6. Univariate time-series modelling and forecasting; 7. Multivariate models; 8. Modelling volatility and correlation; 10. Switching and state space models; 11. Panel data; 12. Limited dependent variable models; 13. Simulation methods; 14. Additional econometric techniques for financial research; 15. Conducting empirical research; Appendix 1. Sources of data used in this book and the accompanying software manuals; Appendix 2. Tables of statistical distributions; Glossary; References; Index.
520 _aThe only econometrics textbook that requires no prior knowledge of the subject, aimed specifically at students of finance, accountancy, or banking. It includes a broad range of techniques, detailed case studies, and explanations of how to implement the techniques and understand the results from the most popular software packages.
650 0 _aFinance
_xEconometric models.
650 0 _aEconometrics.
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK