ENGLISH

Introductory Econometrics for Finance

By Chris Brooks

Book information

Publisher
Cambridge University Press
Year
2008
ISBN
0521873061, 052169468X, 9780521694681, 9780521873062
LCC
HG173 .B76 2008
Open Library ID
OL18299693M
Language
english
Format
PDF
Filesize
6 MB (6040701 bytes)
Series
Information Technology & Law S
Edition
2
Pages
674\674
Library
Great Science Textbooks
Time added
2009-07-20 03:45:11
Финансово-экономические дисциплины;Эконометрика;Ан

Description

This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools

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