Introductory Econometrics for Finance
Chris Brooks
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
ক্যাটাগোরিগুলো:
সাল:
2008
সংস্করণ:
2
প্রকাশক:
Cambridge University Press
ভাষা:
english
পৃষ্ঠা:
674
ISBN 10:
0521873061
ISBN 13:
9780521873062
বইয়ের সিরিজ:
Information Technology & Law S
ফাইল:
PDF, 5.76 MB
IPFS:
,
english, 2008