000 03633cam a2200469 i 4500
003 OCoLC
005 20211105144656.0
008 190118t20192019enka b 001 0 eng d
010 _a 2018061692
011 _aDirect search result
011 _aMARC Score : 10950(23550) : OK
020 _a1108422535
_qhardcover (alkaline paper)
020 _a9781108422536
_qhardcover (alkaline paper)
020 _a110843682X
_qpaperback (alkaline paper)
020 _a9781108436823
_qpaperback (alkaline paper)
035 _a(ATU)b26989116
035 _a(OCoLC)1083700133
040 _aDLC
_beng
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050 0 0 _aHG173
_b.B76 2019
082 0 0 _a332.015195
_223
099 _a332.015195 BRO
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 _aFourth edition.
264 1 _aCambridge, United Kingdom ;
_aNew York, NY :
_bCambridge University Press,
_c2019.
264 4 _c©2019
300 _axxxi, 696 pages ;
_c25 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
504 _aIncludes bibliographical references and index.
505 0 0 _g1.
_tIntroduction and mathematical foundations --
_g2.
_tStatistical foundations and dealing with data --
_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 and state space models --
_g11.
_tPanel data --
_g12.
_tLimited dependent variable models --
_g13.
_tSimulation methods --
_g14.
_tAdditional econometric techniques for financial research --
_g15.
_tConducting empirical research or doing a project or dissertation in finance.
520 _a"A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts. Maintaining the accessible prose and clear examples of previous editions, the new edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters for students without prior econometrics knowledge, and includes a new chapter on advanced methods. 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. Online resources include extensive teacher and student support materials, including EViews, Stata, R, and Python software guides" --
_cProvided by Publisher.
650 0 _aFinance
_xEconometric models
_9796120
650 0 _aEconometrics.
_9345416
907 _a.b26989116
_b06-09-21
_c02-07-19
998 _a(2)b
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_b17-07-19
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945 _a332.015195 BRO
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