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
未经允许不得转载：Wow! eBook » Introductory Econometrics for Finance 2nd Edition
评论前必须登录！
登陆 注册