Introductory Econometrics for Finance (Repost)
Chris Brooks, "Introductory Econometrics for Finance"
Cambridge University Press; 2 edition | English | 2008-05-26 | ISBN: 0521873061 | 674 pages | PDF | 5.76 mb
Cambridge University Press; 2 edition | English | 2008-05-26 | ISBN: 0521873061 | 674 pages | PDF | 5.76 mb
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.
Welcome to my AH collection of ebooks at: http://avaxhome.ws/blogs/elodar
You can also connect to my RSS
You can also connect to my RSS