ISBN 13 : 978-0-471-78450-0

Contents : Contents

CHAPTER 1
Financial Econometrics: Scope and Methods
CHAPTER 2
Review of Probability and Statistics
CHAPTER 3
Regression Analysis: Theory and Estimation
CHAPTER 4
Selected Topics in Regression Analysis
CHAPTER 5
Regression Applications in Finance
CHAPTER 6
Modeling Univariate Time Series
CHAPTER 7
Approaches to ARIMA Modeling and Forecasting
CHAPTER 8
Autoregressive Conditional Heteroskedastic Models
CHAPTER 9
Vector Autoregressive Models I
CHAPTER 10
Vector Autoregressive Models II
CHAPTER 11
Cointegration and State Space Models
CHAPTER 12
Robust Estimation
CHAPTER 13
Principal Components Analysis and Factor Analysis
CHAPTER 14
Heavy-Tailed and Stable Distributions in Financial Econometrics
CHAPTER 15
ARMA and ARCH Models with Infinite-Variance Innovations

Language : English

Series : FINANCE

Place of publishing : TORONTO

Figure(s) : Tableau(x) ; Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque