Rachev, S. T. <br/><br/>
Financial econometrics :  from basics to advanced modeling techniques / 
Svetlozar T. Rachev [and others]. 
 - xx, 553 pages :  illustrations ;  24 cm. 
 - Frank J. Fabozzi series .
 - Frank J. Fabozzi series. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/> Financial econometrics : scope and methods --  Review of probability and statistics --  Regression analysis : theory and estimation --  Selected topics in regression analysis --  Regression applications in finance --  Modeling univariate time series --  Approaches to ARIMA modeling and forecasting --  Autoregressive conditional heteroskedastic models --  Vector autoregressive models I --  Vector autoregressive models II --  Cointegration and state space models --  Robust estimation --  Principal components analysis and factor analysis --  Heavy-talled and stable distributions in financial econometrics --  ARMA and ARCH models with infinite-variance innovations --  Monthly returns for 20 stocks : December 2000-November 2005.  Ch. 1.  Ch. 2.  Ch. 3.  Ch. 4.  Ch. 5.  Ch. 6.  Ch. 7.  Ch. 8.  Ch. 9.  Ch. 10.  Ch. 11.  Ch. 12.  Ch. 13.  Ch. 14.  Ch. 15.  App. 
<br/><br/><label>ISBN: </label>0471784508 9780471784500 
<br/><br/><label>LCCN: </label>2007295510 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics<br/>Finance--Mathematical models
<br/><br/><label>LC Class. No.: </label>HB139  / .F56 2007 
<br/><br/><label>Dewey Class. No.: </label>332.015195