Brooks, Chris, <br/><br/>
Introductory econometrics for finance. / 
Chris Brooks. 
 - 3rd ed. 
 - xxiv, 716 pages ;  25 cm 
<br/><br/>Includes bibliographical references (pages 697 -709) and index. 
<br/><br/>Contents: Introduction -- Mathematical and statistical foundations -- A brief overview of the classical linear regression model -- Further development and analysis of the classical linear regression model -- Classical linear regression model assumptions and diagnostic tests -- Unvariate time series modelling and forecasting -- Multivariate models -- Modelling long-run relationships in finance -- Modelling volatility and correlation -- Switching models -- Panel data -- Limited dependent variable models -- Simulation methods -- Conducting empirical research or doing a project or dissertation in finance --     
<br/><br/><label>ISBN: </label>9781107034662 (hardback) 9781107661455 (pbk.) 
<br/><br/><label>LCCN: </label>2013049908 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Econometric models.<br/>Econometrics.
<br/><br/><label>LC Class. No.: </label>HG173.B76 
<br/><br/><label>Dewey Class. No.: </label>332.01/5195