TY  - BOOK
AU  - Fabozzi,Frank J.
TI  - The basics of financial econometrics: tools, concepts, and asset management applications 
T2  - The Frank J. Fabozzi series
SN  - 9781118727430
AV  - HG106 
U1  - 330.01/5195 23
PY  - 2014///]
CY  - Hoboken, New Jersey
PB  - John Wiley & Sons, Inc.
KW  - Finance
KW  - Econometric models
KW  - Econometrics
KW  - Mathematical models
KW  - Financial risk management
KW  - BUSINESS & ECONOMICS
KW  - Economics
KW  - General
KW  - bisacsh
KW  - Reference
KW  - fast
KW  - Electronic books
N1  - Includes bibliographical references and index; 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
N2  - "An accessible guide to the growing field of financial econometrics ."--Provided by publisher
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781118856406
ER  -