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LEADER 02441cam a2200361 i 4500
001
991000163619707546
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20250321160050.0
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190118s2019 enk b 001 0 eng
020
a| 9781108436823
q| (paperback)
020
z| 9781108422536
q| (hardback)
035
a| (HKSYU)b19194456-852hksyu_inst
040
a| DLC
b| eng
c| DLC
e| rda
d| DLC
d| HK-SYU
050
0
0
a| HG173
b| .B76 2019
050
4
a| HG173
b| .B766 2019
9| wsl
092
0
a| 332.015195
b| BRO 2019
100
1
a| Brooks, Chris,
d| 1971-
e| author.
245
1
0
a| Introductory econometrics for finance /
c| Chris Brooks , The ICMA Centre, Henley Business School, University of Reading.
250
a| Fourth edition.
264
1
a| Cambridge, UK ;
a| New York :
b| Cambridge University Press,
c| 2019.
300
a| xxxi, 696 pages ;
c| 25 cm
336
a| text
b| txt
2| rdacontent
337
a| unmediated
b| n
2| rdamedia
338
a| volume
b| nc
2| rdacarrier
504
a| Includes bibliographical references (pages [672]-687) and index.
505
0
a| 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.
650
0
a| Finance
x| Econometric models.
650
0
a| Econometrics.
907
a| b19194456
b| 11-03-20
c| 18-11-19
910
a| wpc
b| ytl
c| mkl
935
a| (HK-SYU)500987926
9| ExL
998
a| book
b| 11-03-20
c| m
d| a
e| -
f| eng
g| enk
h| 0
i| 0
945
h| Supplement
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| ECON460
945
h| Principal
h| Supplement
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| FIN410