The Basics of Financial Econometrics
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Published By John Wiley & Sons, Inc.

9781118856406, 9781118573204

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Factor Analysis and Principal Components Analysis

The Basics of Financial Econometrics ◽

10.1002/9781118856406.ch12 ◽

2014 ◽

pp. 235-264

Keyword(s):

Factor Analysis ◽

Principal Components Analysis ◽

Principal Components ◽

Components Analysis

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Front Matter

The Basics of Financial Econometrics ◽

10.1002/9781118856406.fmatter ◽

2014 ◽

pp. i-xxi

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Appendix D: Fundamentals of Matrix Algebra

The Basics of Financial Econometrics ◽

10.1002/9781118856406.app4 ◽

2014 ◽

pp. 385-397

Keyword(s):

Matrix Algebra

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Appendix E: Model Selection Criterion: AIC and BIC

The Basics of Financial Econometrics ◽

10.1002/9781118856406.app5 ◽

2014 ◽

pp. 399-403 ◽

Cited By ~ 10

Keyword(s):

Model Selection ◽

Selection Criterion ◽

Model Selection Criterion

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Appendix A: Descriptive Statistics

The Basics of Financial Econometrics ◽

10.1002/9781118856406.app1 ◽

2014 ◽

pp. 321-342

Keyword(s):

Descriptive Statistics

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Cointegration

The Basics of Financial Econometrics ◽

10.1002/9781118856406.ch10 ◽

2014 ◽

pp. 191-211

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Appendix C: Inferential Statistics

The Basics of Financial Econometrics ◽

10.1002/9781118856406.app3 ◽

2014 ◽

pp. 359-383

Keyword(s):

Inferential Statistics

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Multiple Linear Regression

The Basics of Financial Econometrics ◽

10.1002/9781118856406.ch3 ◽

2014 ◽

pp. 41-80 ◽

Cited By ~ 2

Keyword(s):

Linear Regression ◽

Multiple Linear Regression

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Introduction

The Basics of Financial Econometrics ◽

10.1002/9781118856406.ch1 ◽

2014 ◽

pp. 1-11

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Autoregressive Heteroscedasticity Model and Its Variants

The Basics of Financial Econometrics ◽

10.1002/9781118856406.ch11 ◽

2014 ◽

pp. 213-234

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