The basics of financial econometrics : tools, concepts, and asset management applications / Frank J. Fabozzi...[et al.].

Contributor(s):

Fabozzi, Frank J

Material type: Text

TextSeries: The Frank J. Fabozzi seriesPublication details: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]Description: xxi, 428 pages : illustrations ; 24 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

9781118573204 (hbk.)

Subject(s):

Additional physical formats: Online version:: Basics of econometricsDDC classification:

330.015195 FAB 23

LOC classification:

HG106 .F33 2014

Summary: The book focuses on the application of financial econometric techniques to various activities in asset management. Leaving a complete review of probability theory and statistics and mathematics to the appendices, the authors delve right into the practical techniques of financial econometrics, including regression modeling, time-series analysis, robust regression analysis, ARCH-GARCH methods, factor analysis, and principal components analysis.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	330.015195 FAB (Browse shelf(Opens below))	Available		IIMC-141934

Total holds: 0

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Includes bibliographical references and index .

The book focuses on the application of financial econometric techniques to various activities in asset management. Leaving a complete review of probability theory and statistics and mathematics to the appendices, the authors delve right into the practical techniques of financial econometrics, including regression modeling, time-series analysis, robust regression analysis, ARCH-GARCH methods, factor analysis, and principal components analysis.

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