Introductory Econometrics for Finance

ebook

By Chris Brooks

cover image of Introductory Econometrics for Finance

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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.
  • Introductory Econometrics for Finance