000 | 03633cam a2200469 i 4500 | ||
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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) |
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_a9781108422536 _qhardcover (alkaline paper) |
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_a110843682X _qpaperback (alkaline paper) |
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_a9781108436823 _qpaperback (alkaline paper) |
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035 | _a(ATU)b26989116 | ||
035 | _a(OCoLC)1083700133 | ||
040 |
_aDLC _beng _erda _cDLC _dOCLCO _dOCLCF _dUKMGB _dUKOBU _dCHVBK _dYDX _dP4A _dATU |
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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 |
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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. |
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264 | 4 | _c©2019 | |
300 |
_axxxi, 696 pages ; _c25 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 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. |
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650 | 0 |
_aFinance _xEconometric models _9796120 |
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650 | 0 |
_aEconometrics. _9345416 |
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