Library Catalogue
Introductory econometrics for finance / (Record no. 37272)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01657cam a2200277 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260507081213.0 |
| 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 (pbk.) |
| 050 00 - | |
| -- | HG173 |
| -- | .B76 2014 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01 BRO |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Brooks, Chris. |
| 245 10 - TITLE STATEMENT | |
| Title | Introductory econometrics for finance / |
| Statement of responsibility, etc. | Chris Brooks, The ICMA Centre, Henley Business School And University of Reading. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Third edition. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge ; |
| Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxiv, 716 p. ; |
| Dimensions | 25 cm |
| 365 ## - TRADE PRICE | |
| Price amount | RS.4878 |
| 505 ## - Contents | |
| Contents | CONTENTS<br/>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 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Models |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Econometrics. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | The ICMA centre |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Henley Business School |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | University of Reading |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | BOOKs |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NLS | NLS | Library Compactors | 30/05/2017 | 1650.00 | 332.01 BRO | 18397 | 30/05/2017 | 30/05/2017 | BOOKs | |||||
| NLS | NLS | 30/05/2017 | 4828.00 | 332.01 BRO | 31473 | 30/05/2017 | 30/05/2017 | BOOKs |