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"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …
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"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers …
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Preface -- Financial modelling -- What is financial modelling? -- Linear regression models -- Regression diagnostics -- Categorical variable models -- Stationary and non-stationary time series -- Dynamic models ii -- Panel data regression models (pooling and panel estimation) -- Asset price and...
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