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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

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Dati bibliografici

Titolo: Introductory Econometrics for Finance
Editore: Cambridge University Press, United Kingdom, Cambridge
Data di pubblicazione: 2008
Lingua: Inglese
ISBN 10: 052169468X
ISBN 13: 9780521694681
Rilegatura: Paperback
Edizione: seconda edizione
Condizione: Very Good
Peso: 1406 grammi

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Riassunto

Second edition of best-selling introduction to econometrics specifically written for finance students.

Informazioni sull?autore

Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, UK, where he also obtained his PhD. He has published over 60 articles in leading academic and practitioner journals including The Journal of Business, The Journal of Banking and Finance, The Journal of Empirical Finance, The Review of Economics and Statistics and The Economic Journal. He has also acted as consultant for various banks and professional bodies in the fields of finance, econometrics and real estate.

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