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_aHG173 _b.B76 2014 |
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_a332.015195 _223 |
| 100 | 1 |
_aBrooks, Chris, _d1971- _eauthor. _9453718 |
|
| 245 | 1 | 0 |
_aIntroductory econometrics for finance / _cChris Brooks, The ICMA Centre, Henley Business School, University of Reading. |
| 250 | _aThird edition. | ||
| 264 | 1 |
_aCambridge ; _aNew York : _bCambridge University Press, _c2014. |
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| 264 | 4 | _c©2014 | |
| 300 |
_axxiv, 716 pages ; _c26 cm |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_aunmediated _bn _2rdamedia |
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| 338 |
_avolume _bnc _2rdacarrier |
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| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | 0 |
_g1. _tIntroduction -- _g2. _tMathematical and statistical foundations -- _g3. _tA brief overview of the classical linear regression model -- _g4. _tFurther development and analysis of the classical linear regression model -- _g5. _tClassical linear regression model assumptions and diagnostic tests -- _g6. _tUnivariate time series modelling and forecasting -- _g7. _tMultivariate models -- _g8. _tModelling long-run relationships in finance -- _g9. _tModelling volatility and correlation -- _g10. _tSwitching models -- _g11. _tPanel data -- _g12. _tLimited dependent variable models -- _g13. _tSimulation methods -- _g14. _tConducting empirical research or doing a project or dissertation in finance -- _gAppendix 1. _tSources of data used in this book -- _gAppendix 2. _tTables of statistical distributions. |
| 520 | _a"This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time."--Publisher's website. | ||
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_aFinance _xEconometric models _9796120 |
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_aEconometrics _9345416 |
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_aFinance _xMathematical models _9370807 |
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_tIntroductory econometrics for finance _w(NL-LeOCL)322396441 |
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