TAILIEUCHUNG - Ebook Financial econometrics - From basics to advanced modeling techniques: Part 1

(BQ) Part 1 book "Financial econometrics - From basics to advanced modeling techniques" has contents: Financial econometrics - scope and methods; review of probability and statistics; regression analysis - theory and estimation; selected topics in regression analysis; regression applications in finance;.and other contents. | Page iii Wednesday, December 13, 2006 1:44 PM Financial Econometrics From Basics to Advanced Modeling Techniques SVETLOZAR T. RACHEV STEFAN MITTNIK FRANK J. FABOZZI SERGIO M. FOCARDI ˇ ´ TEO JASIC John Wiley & Sons, Inc. Page vi Wednesday, December 13, 2006 1:44 PM Page i Wednesday, December 13, 2006 1:44 PM Financial Econometrics Page ii Wednesday, December 13, 2006 1:44 PM THE FRANK J. FABOZZI SERIES Fixed Income Securities, Second Edition by Frank J. Fabozzi Focus on Value: A Corporate and Investor Guide to Wealth Creation by James L. Grant and James A. Abate Handbook of Global Fixed Income Calculations by Dragomir Krgin Managing a Corporate Bond Portfolio by Leland E. Crabbe and Frank J. Fabozzi Real Options and Option-Embedded Securities by William T. Moore Capital Budgeting: Theory and Practice by Pamela P. Peterson and Frank J. Fabozzi The Exchange-Traded Funds Manual by Gary L. Gastineau Professional Perspectives on Fixed Income Portfolio Management, Volume 3 edited by Frank J. Fabozzi Investing in Emerging Fixed Income Markets edited by Frank J. Fabozzi and Efstathia Pilarinu Handbook of Alternative Assets by Mark J. P. Anson The Exchange-Traded Funds Manual by Gary L. Gastineau The Global Money Markets by Frank J. Fabozzi, Steven V. Mann, and Moorad Choudhry The Handbook of Financial Instruments edited by Frank J. Fabozzi Collateralized Debt Obligations: Structures and Analysis by Laurie S. Goodman and Frank J. Fabozzi Interest Rate, Term Structure, and Valuation Modeling edited by Frank J. Fabozzi Investment Performance Measurement by Bruce J. Feibel The Handbook of Equity Style Management edited by T. Daniel Coggin and Frank J. Fabozzi The Theory and Practice of Investment Management edited by Frank J. Fabozzi and Harry M. Markowitz Foundations of Economic Value Added: Second Edition by James L. Grant Financial Management and Analysis: Second Edition by Frank J. Fabozzi and Pamela P. Peterson Measuring

• Ngân hàng - Tín dụng
• Financial econometrics
• Advanced modeling techniques
• Regression analysis
• Selected topics
• Regression applications
• Regression applications in finance
• Stepwise regression
• Econometrics for Finance
• Introductory Econometrics for Finance
• Financial data
• Financial modelling
• Purpose of econometrics
• Econometric model
• Kinh tế tài chính
• Lecture notes in Financial Econometrics
• Least squares estimation
• Regression diagnostics
• Time series analysis
• Regression model
• Straight lines
• Statistical foundations
• Classical linear regression model
• Multiple linear regression
• Statistical distributions
• Univariate time series modelling
• Stochastic processes
• Multivariate models
• Simultaneous equations models
• Modelling long run relationship
• Stochastic non stationarity
• Modelling volatility
• GARCH models
• Switching models
• Switching behaviour
• Panel data
• Fixed effects models
• Limited dependent variable models
• Linear probability model
• Simulation methods
• Random number generation
• Empirical research project
• Research project
• Autoregressive conditional heteroskedastic models
• Vector autoregressive models
• Robust estimation
• Principal components analysis
• Factor analysis
• business management
• econometrics
• finance
• methodological
• empirical
• project management
• Banking crisis
• Spatial econometrics
• Financial liberalization
• Spatial panel model
• Estimate the parameters
• Introduction to EViews
• Stationarity
• Volatility Models
• Multivariate Time
• Unit Roots Tests
• Autocorrelations