Introductory Econometrics for Finance 2nd Edition

Introductory Econometrics For Finance
Author: by Chris Brooks (Author)
Publisher: Cambridge University Press
Edition: 2nd
Publication Date: 2008-06-09
Language: English
Print Length: 648 pages
ISBN-10: 052169468X
ISBN-13: 9780521694681

Book Description
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

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