Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
management business and include the necessary background material in probability, statistics, and econometrics to make the book … QUANTITATIVE EQUITY MANAGEMENT -- LOOKING AHEAD FOR QUANTITATIVE EQUITY INVESTING -- Chapter 2: Financial Econometrics I: Linear … TREES -- SUMMARY -- Chapter 3: Financial Econometrics II: Time Series -- STOCHASTIC PROCESSES -- TIME SERIES -- STABLE …