Coverart for item
The Resource The basics of financial econometrics : tools, concepts, and asset management applications, Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter

The basics of financial econometrics : tools, concepts, and asset management applications, Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter

Label
The basics of financial econometrics : tools, concepts, and asset management applications
Title
The basics of financial econometrics
Title remainder
tools, concepts, and asset management applications
Statement of responsibility
Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter
Creator
Subject
Genre
Language
eng
Summary
"An accessible guide to the growing field of financial econometrics ."--Provided by publisher
Member of
Cataloging source
DLC
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
The Frank J. Fabozzi series
The basics of financial econometrics : tools, concepts, and asset management applications, Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter
Label
The basics of financial econometrics : tools, concepts, and asset management applications, Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter
Link
http://libproxy.rpi.edu/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781118856406
Publication
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Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Simple Linear Regression -- Multiple Linear Regression -- Building and Testing a Multiple Linear Regression Model -- Introduction to Time Series Analysis -- Regression Models with Categorical Variables -- Quantile Regressions -- Robust Regressions -- Autoregressive Moving Average Models -- Cointegration -- Autoregressive Heteroscedasticity Model and Its Variants -- Factor Analysis and Principal Components Analysis -- Model Estimation -- Model Selection -- Formulating and Implementing Investment Strategies Using Financial Econometrics -- Appendix A: Descriptive Statistics -- Appendix B: Continuous Probability Distributions Commonly Used in Financial Econometrics -- Appendix C: Inferential Statistics -- Appendix D: Fundamentals of Matrix Algebra -- Appendix E: Model Selection Criterion: AIC and BIC -- Appendix F: Robust Statistics
http://library.link/vocab/cover_art
https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9781118856406&userID=ebsco-test&password=ebsco-test
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b4295438'}
Extent
1 online resource (xxi, 428 pages)
Form of item
online
Isbn
9781118856406
Isbn Type
(electronic bk.)
Lccn
2013046014
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Specific material designation
remote
System control number
(OCoLC)863100784

Library Locations

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