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040 _aDLC
_beng
_cDLC
_dYDXCP
_dBAKER
_dBTCTA
_dUKM
_dBWK
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082 0 4 _a332.015195
_bB873i 2008
100 1 _9179813
_aBrooks, Chris,
_d1971- ,
_eautor
245 1 0 _aIntroductory econometrics for finance /
_cChris Brooks.
250 _a2nd ed.
264 3 1 _aCambridge [England] ;
_aNew York :
_bCambridge University Press,
_c2008.
300 _axxiv, 648 páginas :
_bilustraciones ;
_c25 cm.
336 _atexto
_btxt
_2rdacontent
337 _ano mediado
_bn
_2rdamedia
338 _avolumen
_bnc
_2rdacarrier
504 _aIncluye bibliografía (p. 629-640).
505 0 _aList 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.
650 1 4 _91271
_aEconometría.
650 1 4 _9324704
_aFinanzas.
_xModelos econométricos.
856 _a_
_yTabla de contenido
_uhttp://catdir.loc.gov/catdir/enhancements/fy0810/2008003208-t.html
942 _2ddc
_cGEN
991 _aC0
_bUN@
991 _aCAIA
_aPR12
_a000101412, Villarreal Celestino, Cuahutémoc
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