Introductory econometrics for finance / (Record no. 44746)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02311nam a2200205 i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781108422536 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781108436823 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | BRO |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Brooks, Chris, |
| Relator term | Author |
| 245 10 - TITLE STATEMENT | |
| Title | Introductory econometrics for finance / |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Fourth edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Cambridge : |
| Name of publisher | Cambridge University Press, |
| Year of publication | 2019. ©2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxxi, 696 pages ; |
| 500 ## - GENERAL NOTE | |
| General note | Includes index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction and mathematical foundations --<br/>Statistical foundations and dealing with data --<br/>A brief overview of the classical linear regression model --<br/>Further development and analysis of the classical linear regression model --<br/>Classical linear regression model assumptions and diagnostic tests --<br/>Univariate time-series modelling and forecasting --<br/>Multivariate models --<br/>Modelling long-run relationships in finance – Modelling volatility and correlation --<br/>Switching and state space models --<br/>Panel data --<br/>Limited dependent variable models --<br/>Simulation methods --<br/>Additional econometric techniques for financial research --<br/>Conducting empirical research or doing a project or dissertation in finance. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Description Contents Resources Courses About the AuthorsA complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts. Maintaining the accessible prose and clear examples of previous editions, the new edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters for students without prior econometrics knowledge, and includes a new chapter on advanced methods. 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. Online resources include extensive teacher and student support materials, including EViews, Stata, R, and Python software guides" |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Econometrics. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Reference | 16/12/2019 | Purchased | 10614.54 | 332.015195 BRO | 015965 | Reference Books |