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