Introductory Econometrics for Finance

Cover Art for 9780521793674, Introductory Econometrics for Finance by Chris Brooks
ISBN: 9780521793674
Publisher: Cambridge University Press
Published: 1 August, 2002
Format: Paperback
Language: English
Links Australian Libraries (Trove)
Editions:
23 other editions of this product

This introduction to contemporary topics in the modelling of financial time series is data and problem driven, giving students the skills to estimate and interpret models, and intuitively grasp the underlying theoretical econometrics. An introductory knowledge of calculus, algebra, statistics and regression analysis is assumed. The book focuses on the needs of finance students and uses pedagogic textbook features throughout, notably in the later chapters, which offer advice on planning and executing a project in empirical finance, and which also evaluates sources of on-line financial information.

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