| 000 | 01744cam a2200349 i 4500 | ||
|---|---|---|---|
| 001 | 17992138 | ||
| 003 | OSt | ||
| 005 | 20221119120820.0 | ||
| 008 | 140109s2014 nyu b 001 0 eng | ||
| 010 | _a 2013049908 | ||
| 020 | _a9781107034662 (hardback) | ||
| 020 | _a9781107661455 (pbk.) | ||
| 040 |
_aDLC _beng _cLC _erda _dDLC |
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| 042 | _apcc | ||
| 050 | 0 | 0 | _aHG173.B76 |
| 082 | 0 | 0 |
_a332.01/5195 _223 |
| 100 | 1 |
_aBrooks, Chris, _9724 |
|
| 245 | 1 | 0 |
_aIntroductory econometrics for finance. / _cChris Brooks. |
| 250 | _a3rd ed. | ||
| 264 | 1 |
_aNew York: _bCambridge University Press, _c2014. |
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| 300 |
_axxiv, 716 pages ; _c25 cm |
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| 336 |
_atext _2rdacontent |
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| 337 |
_aunmediated _2rdamedia |
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| 338 |
_avolume _2rdacarrier |
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| 504 | _aIncludes bibliographical references (pages 697 -709) and index. | ||
| 505 | _aContents: 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 -- | ||
| 650 | 0 |
_aFinance _xEconometric models. _9725 |
|
| 650 | 0 |
_aEconometrics. _9726 |
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| 906 |
_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg |
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| 942 |
_2lcc _cBK |
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| 999 |
_c9312 _d16812 |
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