Introductory Econometrics for Finance
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.
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I used this book for a Research Methods in Finance postgraduate paper and found it to be very concise. The explanations are in enough detail to learn the "why" as much as the "how", which is important.
A well rounded book, covers many topics, and while you wouldn't say it is easy to read (relative to a fictional novel) it is one of the easiest math books I have read.
Boostrap is been used
A brief overview of the classical linear regression model
Further development and analysis of the classical linear
Classical linear regression model assumptions
Univariate time series modelling and forecasting
Modelling volatility and correlation
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Goodwillbilanzierung nach US-GAAP: Kapitalmarktreaktionen auf die ...
No preview available - 2008