ISBN 13 : 978-1-108-43682-3

Contents :
Preface to the fourth edition

1. Introduction to mathematical foundations
2. Statistical foundations and dealing with data
3. A brief overview of the classical linear regression model
4. Further development and analysis of the classical linear regression model
5. Classical linear regression model assumptions and diagnostic tests
6. Univariate time-series modelling and forecasting
7. Multivariate models
8. Modelling long-run relationships in finance
9. Modelling volatility and correlation
10. Switching and state space models
11. Panel data
12. Limited dependent variable models
13. Simulation methods
14. Additional econometrics techniques for financial research
15. Conducting empirical research or doing a project or dissertation in finance

Appendix

Nbre volumes : 0

Language : English

Print : 4ème

Place of publishing : CAMBRIDGE

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque