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Introductory econometrics for finance

Author: Chris Brooks
Publisher: Cambridge [England] ; New York : Cambridge University Press, 2008.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. it includes examples and case studies which finance students will recognise and relate to. This new edition builds on the sucessful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Chris Brooks
ISBN: 9780521694681 052169468X 9780521873062 0521873061
OCLC Number: 191258647
Description: xxiv, 648 pages : illustrations ; 25 cm
Contents: List of figures; List of tables; List of boxes; List of screenshots; Preface to the second edition; Acknowledgements; 1. Introduction; 2. The classical linear regression model; 3. Further development and analysis of the classical linear regression model; 4. Classical linear regression model assumptions and diagnostic tests; 5. Univariate time series modelling and forecasting; 6. Multivariate models; 7. Modelling long-run relationships in finance; 8. Modelling volatility and correlation; 9. Switching models; 10. Panel data; 11. Limited dependent variable models; 12. Simulation methods; 13. Empirical research and doing a project or dissertation; 14. Recent and future developments; Appendix 1: A review of some fundamental mathematical and statistical concepts; Appendix 2: Tables of Statistical distributions; Appendix 3: Sources of data used in this book; Index.
Responsibility: Chris Brooks.
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Abstract:

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

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

 
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