Debug: No search context available for navigation
Introductory econometrics for finance
Brooks, Chris, author.
Cambridge, UK ; Cambridge University Press, 2019.
Bibliographic Information
| Format: | Book |
|---|---|
| Author: | Brooks, Chris, 1971- |
| Subject: |
Finance Econometrics |
| Publication Year: | 2019 |
| Language: | English |
| Published: | Cambridge, UK ; Cambridge University Press, 2019. |
| ISBN: | 9781108436823 110843682X |
| Notes: | Includes bibliographical references (pages [672]-687) and index. List of figures -- List of tables -- List of boxes -- List of screenshots -- Preface to the fourth edition -- Acknowledgements -- Outline of the remainder of this book -- Introduction and mathematical foundations -- Statistical foundations and dealing with data -- A brief overview of the classical linear regression model -- Further development and analysis of the classical linear regression model -- Classical linear regression model assumptions and diagnostic tests -- Univariate time-series modelling and forecasting -- Multivariate models -- Modelling long-run relationships in finance -- Modelling volatility and correlation -- Switching and state space models -- Panel data -- Limited dependent variable models -- Simulation methods -- Additional econometric techniques for financial research -- Conducting empirical research or doing a project or dissertation in finance -- Appendix 1: sources of data used in this book and the accompanying software manuals -- Appendix 2: tables of statistical distributions -- Glossary. |
| Course: |
ECON460 FIN410 |
Availability at HKSYU Library
| Location | Call number | Status |
|---|---|---|
| English Book (4/F) | 332.015195 BRO 2019 | Available |