The basics of financial econometrics: tools, concepts, and asset management applications
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Hoboken, New Jersey
Wiley
2014
|
| Series: | Frank J. Fabozzi series
|
| Subjects: | |
| Online Access: | TUM01 Volltext |
| Item Description: | 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 "An accessible guide to the growing field of financial econometrics ."--Provided by publisher |
| Physical Description: | 1 Online-Ressource (xxi, 426 p.) |
| ISBN: | 1118727231 1118727436 1118797256 1118856406 9781118727232 9781118727430 9781118797259 9781118856406 |
Staff View
MARC
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| 245 | 1 | 0 | |a The basics of financial econometrics |b tools, concepts, and asset management applications |c Frank J. Fabozzi ... |
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| 490 | 0 | |a Frank J. Fabozzi series | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 | ||
| 500 | |a "An accessible guide to the growing field of financial econometrics ."--Provided by publisher | ||
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| id | DE-604.BV041990673 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:10:01Z |
| institution | BVB |
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| language | English |
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| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xxi, 426 p.) |
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| publishDate | 2014 |
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| publisher | Wiley |
| record_format | marc |
| series2 | Frank J. Fabozzi series |
| spelling | The basics of financial econometrics tools, concepts, and asset management applications Frank J. Fabozzi ... Hoboken, New Jersey Wiley 2014 1 Online-Ressource (xxi, 426 p.) txt rdacontent c rdamedia cr rdacarrier Frank J. Fabozzi series 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 "An accessible guide to the growing field of financial econometrics ."--Provided by publisher BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Finance / Mathematical models Finance Financial risk management Mathematisches Modell Wirtschaft Ökonometrisches Modell Finance / Econometric models Econometrics Finanzierung (DE-588)4017182-6 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Finanzierung (DE-588)4017182-6 s Kreditmarkt (DE-588)4073788-3 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth Erscheint auch als Druck-Ausgabe, Hardcover 978-1-118-57320-4 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=712387 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | The basics of financial econometrics tools, concepts, and asset management applications BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Finance / Mathematical models Finance Financial risk management Mathematisches Modell Wirtschaft Ökonometrisches Modell Finance / Econometric models Econometrics Finanzierung (DE-588)4017182-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4017182-6 (DE-588)4073788-3 (DE-588)4132280-0 |
| title | The basics of financial econometrics tools, concepts, and asset management applications |
| title_auth | The basics of financial econometrics tools, concepts, and asset management applications |
| title_exact_search | The basics of financial econometrics tools, concepts, and asset management applications |
| title_full | The basics of financial econometrics tools, concepts, and asset management applications Frank J. Fabozzi ... |
| title_fullStr | The basics of financial econometrics tools, concepts, and asset management applications Frank J. Fabozzi ... |
| title_full_unstemmed | The basics of financial econometrics tools, concepts, and asset management applications Frank J. Fabozzi ... |
| title_short | The basics of financial econometrics |
| title_sort | the basics of financial econometrics tools concepts and asset management applications |
| title_sub | tools, concepts, and asset management applications |
| topic | BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Finance / Mathematical models Finance Financial risk management Mathematisches Modell Wirtschaft Ökonometrisches Modell Finance / Econometric models Econometrics Finanzierung (DE-588)4017182-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | BUSINESS & ECONOMICS / Economics / General BUSINESS & ECONOMICS / Reference Finance / Mathematical models Finance Financial risk management Mathematisches Modell Wirtschaft Ökonometrisches Modell Finance / Econometric models Econometrics Finanzierung Kreditmarkt Ökonometrie |
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