MARC details
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03290nam a2200277 a 4500 |
| 001 - CONTROL NUMBER |
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46207 |
| 003 - CONTROL NUMBER IDENTIFIER |
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0000000000 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20240411193207.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
220310n s 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781118727430 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Fabozzi, Frank J. |
| 245 14 - TITLE STATEMENT |
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| Title |
The basics of financial econometrics : |
| Medium |
[electronic resource] |
| Remainder of title |
tools, concepts, and asset management applications / |
| Statement of responsibility, etc. |
Frank J Fabozzi and 4 others. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Hoboken, New Jersey : |
| Name of publisher, distributor, etc. |
John Wiley & Sons, Inc., |
| Date of publication, distribution, etc. |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (xxi, 428 pages) : |
| Other physical details |
illustrations. |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Frank J. Fabozzi series. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics facilitate the development and management of new financial instruments by providing models for pricing and risk assessment. In short, financial econometrics is an indispensable component to modern finance. The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. Covers the basics of financial econometrics-an important topic in quantitative finance Contains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk Geared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| Source of heading or term |
sears |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Econometric models. |
| Source of heading or term |
sears |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Arshanapalli, Bala G. |
| Relator term |
Author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Focardi, Sergio M. |
| Relator term |
Author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Höchstötter, Markus |
| Relator term |
Author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Rachev, Svetlozar T. |
| Relator term |
Author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://drive.google.com/file/d/1XrnQWjIRIKhcv6QZrNBv4uVXGJWeW0Q5/view?usp=sharing">https://drive.google.com/file/d/1XrnQWjIRIKhcv6QZrNBv4uVXGJWeW0Q5/view?usp=sharing</a> |
