-- Chapter 5: Multiple Regression: Computer Analysis -- Chapter 6: Model Building and Computer Analysis -- Chapter 7: Models with … Qualitative Independent (Dummy) Variables, Interaction Models, All Subset and Stepwise Regression Models with Computer Analysis … -- Chapter 8: Notes on Implementation of Regression Models -- Bibliography -- Index -- Adpage -- Backcover …

, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more … management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have …) MODELS -- ESTIMATING THE NUMBER OF LAGS -- AUTOCORRELATION AND DISTRIBUTIONAL PROPERTIES OF RESIDUALS -- STATIONARY …