MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02550 a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
LDD |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20191011111146.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
191011b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781107661455 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
IGNOU Library |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Brooks, Chris, |
| Dates associated with a name |
1971- |
| 9 (RLIN) |
8503 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Introductory econometrics for finance / |
| Statement of responsibility, etc. |
Chris Brooks, The ICMA Centre, Henley Business School, University of Reading. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
Third edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Cambridge ; |
| -- |
New York : |
| Name of publisher, distributor, etc. |
Cambridge University Press, |
| Date of publication, distribution, etc. |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiv, 716 pages ; |
| Dimensions |
25 cm |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 697 -709) and index. |
| 505 ## - 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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
<br/>"This bestselling and thoroughly classroom-tested 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 for the first time."--Publisher's website. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Econometric models. |
| 9 (RLIN) |
8504 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 9 (RLIN) |
8505 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
