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_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. |
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336 |
_atexto _btxt _2rdacontent |
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337 |
_ano mediado _bn _2rdamedia |
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338 |
_avolumen _bnc _2rdacarrier |
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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 |
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