Introductory econometrics for finance /
xxiv, 716 pages : illustrations ; 25 cm. Content notes : 1. Introduction;
2. Mathematical and statistical foundations;
3. A brief overview of the classical linear regression model;
4. Further development and analysis of the classical linear regression model;
5. Classical linear regression model assumptions and diagnostic tests;
6. Univariate time series modelling and forecasting;
7. Multivariate models;
8. Modelling long-run relationships in finance;
9. Modelling volatility and correlation;
10. Switching models;
11. Panel data;
12. Limited dependent variable models;
13. Simulation methods;
14. Conducting empirical research or doing a project or dissertation in finance;
Appendix 1. Sources of data used in this book;
Appendix 2. Tables of statistical distributions;
Glossary;
References;
Index. Econometrics.
