An introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, UK, where he also obtained his PhD. He has published over 60 articles in leading academic and practitioner journals including the Journal of Business, the Journal of Banking and Finance, the Journal of Empirical Finance, the Review of Economics and Statistics and the Economic Journal. He is associate editor of a number of journals including the International Journal of Forecasting. He has also acted as consultant for various banks and professional bodies in the fields of finance, econometrics and real estate.
Inhaltsangabe
Preface 1. Introduction 2. The classical linear regression model 3. Further development and analysis of the classical linear regression model 4. Diagnostic testing 5. Formulating and estimating ARMA models 6. Multivariate models 7. Modelling long-run relationships 8. Modelling volatility and correlation 9. Switching models 10. Panel data 11. Limited dependent variable models 12. Simulations methods References Index.
Preface 1. Introduction 2. The classical linear regression model 3. Further development and analysis of the classical linear regression model 4. Diagnostic testing 5. Formulating and estimating ARMA models 6. Multivariate models 7. Modelling long-run relationships 8. Modelling volatility and correlation 9. Switching models 10. Panel data 11. Limited dependent variable models 12. Simulations methods References Index.
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