Introductory Econometrics for Finance

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Cambridge University Press, 2002 - Business & Economics - 701 pages
1 Review
This is the first textbook to teach introductory econometrics to finance majors. The text is data- and problem-driven, giving students the skills to estimate and interpret models, whilst having an intuitive grasp of the underlying theoretical concepts. The approach of Dr Brooks, based on the successful course he teaches at the Cass Business School, one of Europe's leading business schools, ensures that the text focuses squarely on the needs of finance students, including advice on planning and executing a project in empirical finance. The book assumes no prior knowledge of econometrics, and covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods. It includes detailed examples and case studies from the finance literature. Sample instructions and output from two popular and widely available computer packages (EViews and WinRATS) are presented as an integral part of the text.
  

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Contents

VII
1
IX
2
X
4
XI
6
XII
8
XIII
10
XIV
11
XV
15
XCIV
351
XCV
367
XCVI
383
XCVII
386
XCVIII
387
XCIX
389
C
391
CI
393

XVII
16
XVIII
17
XIX
18
XX
31
XXI
39
XXII
40
XXIII
42
XXIV
43
XXVI
52
XXVII
55
XXVIII
58
XXIX
64
XXX
82
XXXI
83
XXXII
85
XXXIII
88
XXXIV
89
XXXV
90
XXXVI
93
XXXVII
95
XXXVIII
102
XXXIX
108
XL
122
XLI
123
XLII
127
XLIII
128
XLIV
133
XLV
139
XLVI
142
XLVII
144
XLVIII
146
XLIX
147
L
155
LI
178
LIII
190
LIV
194
LV
197
LVI
198
LVIII
208
LIX
211
LX
222
LXI
225
LXII
229
LXIII
230
LXIV
235
LXV
239
LXVI
247
LXVII
249
LXVIII
255
LXIX
258
LXX
268
LXXI
272
LXXII
275
LXXIII
277
LXXIV
291
LXXV
293
LXXVI
295
LXXVII
302
LXXVIII
304
LXXIX
306
LXXXI
309
LXXXII
310
LXXXIII
313
LXXXV
317
LXXXVI
323
LXXXVII
328
LXXXVIII
330
LXXXIX
336
XC
338
XCI
340
XCIII
343
CII
395
CIII
403
CIV
409
CV
411
CVI
418
CVII
420
CVIII
437
CIX
441
CXI
442
CXIII
444
CXIV
445
CXV
452
CXVI
455
CXVII
468
CXVIII
469
CXX
470
CXXI
471
CXXII
472
CXXIII
474
CXXIV
480
CXXV
482
CXXVI
490
CXXVII
493
CXXVIII
501
CXXIX
502
CXXX
503
CXXXI
505
CXXXIII
506
CXXXV
510
CXXXVI
512
CXXXVII
516
CXXXVIII
526
CXXXIX
533
CXL
536
CXLI
537
CXLII
545
CXLIII
546
CXLIV
549
CXLV
558
CXLVI
559
CXLVII
561
CXLVIII
563
CXLIX
564
CL
567
CLI
571
CLII
577
CLIII
578
CLIV
580
CLV
585
CLVI
589
CLVII
590
CLVIII
592
CLIX
601
CLX
612
CLXI
632
CLXII
633
CLXIII
636
CLXV
639
CLXVII
643
CLXVIII
645
CLXIX
651
CLXX
654
CLXXI
655
CLXXII
657
CLXXIV
660
CLXXV
665
CLXXVI
668
CLXXVII
680
CLXXVIII
693
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About the author (2002)

Brooks is a Reader in Victorian Culture in Exeter University's school of English.

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