Introductory Econometrics for Finance
Introductory Econometrics for Finance. 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.
|Forfattere: Chris Brooks||Utgave: 2 utg.|
|Språk: Engelsk||Sidetall: 648|
|ISBN: 9780521694681||Vekt: 1451 g|
|Forlag: Cambridge University Press||Innbinding: Heftet|
|Utgitt: 2008||Veil. pris: 0 kr|