Introductory Econometrics for Finance
Chris Brooks
ISBN: | 9780521873062 |
Publisher: | Cambridge University Press |
Published: | 22 May, 2008 |
Format: | Hardcover |
Language: | English |
Links | Australian Libraries (Trove) |
Editions: |
23 other editions
of this product
|
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. Bundle with EViews student version 6 available. Please contact us for more details.
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