Introductory Econometrics for Finance

Introductory Econometrics for Finance

Chris Brooks
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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
Anno:
2008
Edizione:
2
Casa editrice:
Cambridge University Press
Lingua:
english
Pagine:
674
ISBN 10:
0521873061
ISBN 13:
9780521873062
Collana:
Information Technology & Law S
File:
PDF, 5.76 MB
IPFS:
CID , CID Blake2b
english, 2008
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