Introductory Econometrics for Finance: 0 - Brossura

Brooks, Chris

Brossura

ISBN 10: 052169468X ISBN 13: 9780521694681

Casa editrice: Cambridge University Press, 2008

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.

Recensione:

'Very comprehensive, and it does a sound job of covering the territory.' The Times Higher Education Supplement

Descrizione del libro:

This best-selling introduction to econometrics is specifically written for finance students. The new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts.

• Editore: Cambridge University Press
• Data di pubblicazione: 2008
• ISBN 10: 052169468X
• ISBN 13: 9780521694681
• Rilegatura: Copertina flessibile
• Numero edizione: 2
• Numero di pagine: 674