The basics of financial econometrics

Chapter 1: Introduction

Chapter 2: Simple linear regression

Chapter 3: Multiple linear regression

Chapter 4: Building and testing a multiple linear regression model

Chapter 5: Introduction to time series analysis

Chapter 6: Regression models with categorical variables

Chapter 7: Quantitative regressions

Chapter 8: Robust regression

Chapter 9: Autoagressive moving average models

Chapter 10: Cointegration

Chapter 11: Autoregression heteroscedasticity model and its variants

Chapter 12: Factor analysis and principal components analysis

Chapter 13: Model estimation

Chapter 14: Model selection

Chapter 15: Formulating and implementing investment strategies using financial econometrics

Appendix A: Descriptive statistics

Appendix B: Continuous probability distributions commonly used in financial econometrics

Appendix C: Inferential statistics

Appendix D: Fundamental of matrix algebra

Appendix E: Model selection criterion: AIC and BIC

Appendix F: Robust statistics