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Introductory econometrics for finance / Chris Brooks.

Por: Tipo de material: TextoTextoEditor: Cambridge [England] ; New York : Cambridge University Press, 2008Edición: 2nd edDescripción: xxiv, 648 páginas : ilustraciones ; 25 cmTipo de contenido:
  • texto
Tipo de medio:
  • no mediado
Tipo de soporte:
  • volumen
ISBN:
  • 0521873061
  • 9780521873062
Tema(s): Clasificación CDD:
  • 332.015195 B873i 2008
Recursos en línea:
Contenidos:
List of figures; List of tables; List of boxes; List of screenshots; Preface to the second edition; Acknowledgements; 1. Introduction; 2. The classical linear regression model; 3. Further development and analysis of the classical linear regression model; 4. Classical linear regression model assumptions and diagnostic tests; 5. Univariate time series modelling and forecasting; 6. Multivariate models; 7. Modelling long-run relationships in finance; 8. Modelling volatility and correlation; 9. Switching models; 10. Panel data; 11. Limited dependent variable models; 12. Simulation methods; 13. Empirical research and doing a project or dissertation; 14. Recent and future developments; Appendix 1: A review of some fundamental mathematical and statistical concepts; Appendix 2: Tables of Statistical distributions; Appendix 3: Sources of data used in this book; Index.
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Tipo de ítem Biblioteca actual Colección Signatura topográfica Estado Notas Fecha de vencimiento Código de barras Reserva de ítems
Libro Biblioteca Central Colección General 332.015195 B873i 2008 (Navegar estantería(Abre debajo)) Disponible R 33409002773087
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Incluye bibliografía (p. 629-640).

List of figures; List of tables; List of boxes; List of screenshots; Preface to the second edition; Acknowledgements; 1. Introduction; 2. The classical linear regression model; 3. Further development and analysis of the classical linear regression model; 4. Classical linear regression model assumptions and diagnostic tests; 5. Univariate time series modelling and forecasting; 6. Multivariate models; 7. Modelling long-run relationships in finance; 8. Modelling volatility and correlation; 9. Switching models; 10. Panel data; 11. Limited dependent variable models; 12. Simulation methods; 13. Empirical research and doing a project or dissertation; 14. Recent and future developments; Appendix 1: A review of some fundamental mathematical and statistical concepts; Appendix 2: Tables of Statistical distributions; Appendix 3: Sources of data used in this book; Index.

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