ISBN 13 : 978-1-118-57320-4

Sommaire : Preface
Acknowledgments
About the Authors
Chapter 1 Introduction
Chapter 2 Simple Linear Regression
Chapter 3 Multiple Linear Regression
Chapter 4 Building and Testing a Multiple Linear Regression Model
Chapter 5 Introduction to Time Series Analysis
Chapter 6 Regression Models with Categorical Variables
Chapter 7 Quantile Regressions
Chapter 8 Robust Regressions
Chapter 9 Autoregressive Moving Average Models
Chapter 10 Cointegration
Chapter 11 Autoregressive Heteroscedasticity Model and Its Variants
Chapter 12 Factor Analysis and Principal Components Analysis
Chapter 13 Model Estimation
Chapter 14 Model Selection
Chapter 15 Formulating and Implementing Investment Strategies Using Financial Econometrics
Appendix A Descriptive Statistics
Appendix B Continuous Probability Distributions Commonly Used in Financial Econometrics
Appendix D Fundamentals of Matrix Algebra
Appendix E Model Selection Criterion: AIC and BIC
Appendix F Robust Statistics
Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque