Introductory econometrics for finance / (Record no. 421593)
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000 -LEADER | |
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fixed length control field | 02455cam a2200253 i 4500 |
001 - CONTROL NUMBER | |
control field | 137418 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | ISI Library, Kolkata |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20170223112515.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 140109s2014 nyu b 001 0 eng |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781107661455 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | ISI Library |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.015195 |
Edition number | 23 |
Item number | B873 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Brooks, Chris, |
Relator term | author |
245 10 - TITLE STATEMENT | |
Title | Introductory econometrics for finance / |
Statement of responsibility, etc | Chris Brooks. |
250 ## - EDITION STATEMENT | |
Edition statement | 3rd ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | Cambridge ; |
Name of publisher, distributor, etc | Cambridge University Press, |
Date of publication, distribution, etc | 2014. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xxiv, 716 pages : |
Other physical details | illustrations ; |
Dimensions | 25 cm. |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc | Includes bibliographical references and index. |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 1. Introduction; <br/>2. Mathematical and statistical foundations; <br/>3. A brief overview of the classical linear regression model; <br/>4. Further development and analysis of the classical linear regression model; <br/>5. Classical linear regression model assumptions and diagnostic tests; <br/>6. Univariate time series modelling and forecasting; <br/>7. Multivariate models; <br/>8. Modelling long-run relationships in finance; <br/>9. Modelling volatility and correlation; <br/>10. Switching models; <br/>11. Panel data; <br/>12. Limited dependent variable models; <br/>13. Simulation methods; <br/>14. Conducting empirical research or doing a project or dissertation in finance; <br/>Appendix 1. Sources of data used in this book; <br/>Appendix 2. Tables of statistical distributions; <br/>Glossary; <br/>References; <br/>Index. |
520 ## - SUMMARY, ETC. | |
Summary, etc | This textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Finance |
General subdivision | Econometric models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Econometrics. |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Books |
Lost status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
---|---|---|---|---|---|---|---|---|---|
ISI Library, Kolkata | ISI Library, Kolkata | 10/02/2017 | 62 | 3777.44 | 332.015195 B873 | 137418 | Books |