Introductory Econometrics for Finance

Bol Partner

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. Bundle with EViews student version 6 available. Please contact us for more details.

Bol

Introducing students to the econometric techniques commonly used in finance literature, Brooks (financial econometrics, ISMA Centre, U. of Reading, UK) covers the classical linear regression model, univariate time series modeling and forecasting, multivariate models, modeling long-run relationships in finance, modeling volatility and correlation, switching models, simulation methods, conducting empirical research, and future developments in the modeling of financial time series. The material was written for students at the Masters or undergraduate level. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Amazon

Pagina's: 724, Editie: 4, Paperback, Cambridge University Pr.