Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780511573750

Sommaire : Contents :
1. Introduction
2. Econometric packages for modelling financial data
3. A brief overview of the classical linear regression model
4. Further issues with the classical linear regression model
5. Univariate time series modelling and forecasting
6. Multivariate modelling
7. Modelling long-run relationships in finance
8. Modelling volatility and correlation
9. Swiching models
10. Simulation methods
11. Conducting empirical research in finance
12. Recent and future developments in the modelling of financial time series;
References
Appendix : review of matrix algebra, calculus and probability theory; Statistical tables.

Langue : Anglais

Edition : 2ème

Lieu d'édition : CAMBRIDGE

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque