000			03950cam a2200757 i 4500
001			ocn863100784
003			OCoLC
005			20171105083149.0
006			m o d
007			cr |||||||||||
008			131114s2014 njua ob 001 0 eng
010			_a 2013046014
020			_a9781118727430 _qelectronic bk.
020			_a1118727436 _qelectronic bk.
020			_a9781118727232 _qelectronic bk.
020			_a1118727231 _qelectronic bk.
020			_z9781118797259
020			_z1118797256
020			_z9781118856406
020			_z1118856406
020			_z9781118573204 _q(cloth)
020			_a9781306638173
020			_a1306638178
029	1		_aCHBIS _b010442036
029	1		_aCHVBK _b334090199
029	1		_aDEBSZ _b431648069
029	1		_aNZ1 _b15497433
029	1		_aDEBSZ _b475024419
029	1		_aDEBBG _bBV041877788
035			_a(OCoLC)863100784 _z(OCoLC)871860571 _z(OCoLC)905091798 _z(OCoLC)961589162 _z(OCoLC)962706586
037			_aCL0500000568 _bSafari Books Online
037			_aBA8A623E-B772-4EA0-B7F9-E04FB193F7C8 _bOverDrive, Inc. _nhttp://www.overdrive.com
040			_aDLC _beng _erda _epn _cDLC _dYDX _dN$T _dYDXCP _dIDEBK _dEBLCP _dDG1 _dCUS _dCDX _dRECBK _dOCLCF _dZCU _dE7B _dUMI _dDEBSZ _dOCLCO _dOCLCQ _dOCLCO _dTEFOD _dDG1
042			_apcc
049			_aMAIN
050	0	0	_aHG106
072		7	_aBUS _x069000 _2bisacsh
072		7	_aBUS _x055000 _2bisacsh
082	0	0	_a330.01/5195 _223
100	1		_aFabozzi, Frank J.
245	1	4	_aThe basics of financial econometrics : _btools, concepts, and asset management applications / _cFrank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Hochstotter. _h[electronic resource]
264		1	_aHoboken, New Jersey : _bJohn Wiley & Sons, Inc., _c[2014]
300			_a1 online resource (xxi, 428 pages) : _billustrations.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aThe Frank J. Fabozzi series
504			_aIncludes bibliographical references and index.
505	0		_aSimple 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			_a"An accessible guide to the growing field of financial econometrics ."--Provided by publisher.
588	0		_aPrint version record and CIP data provided by publisher.
650		0	_aFinance _xEconometric models.
650		0	_aEconometrics.
650		4	_aFinance _xMathematical models.
650		4	_aFinance.
650		4	_aFinancial risk management.
650		7	_aBUSINESS & ECONOMICS _xEconomics _xGeneral. _2bisacsh
650		7	_aBUSINESS & ECONOMICS _xReference. _2bisacsh
650		7	_aEconometrics. _2fast _0(OCoLC)fst00901574
650		7	_aFinance _xEconometric models. _2fast _0(OCoLC)fst00924377
655		4	_aElectronic books.
776	0	8	_iPrint version: _aFabozzi, Frank J. _tBasics of econometrics. _dHoboken, New Jersey : John Wiley & Sons, Inc., [2014] _z9781118573204 _w(DLC) 2013043119 _w(OCoLC)863100554
830		0	_aFrank J. Fabozzi series.
856	4	0	_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118856406 _zWiley Online Library
942			_2ddc _cBK
999			_c207092 _d207092