Introductory Econometrics for Finance (4th ed.)

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Subject categories
ISBNs
  • 9781108422536
  • 9781108527545
  • 9781108526401
A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts. Maintaining the accessible prose and clear examples of previous editions, the new edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters for students without prior econometrics knowledge, and includes a new chapter on advanced methods. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Online resources include extensive teacher and student support materials, including EViews, Stata, R, and Python software guides.
  • Cambridge University Press; March 2019
  • ISBN: 9781108527545
  • Edition: 4
  • Read online, or download in secure PDF or secure ePub format
  • Title: Introductory Econometrics for Finance
  • Author: Chris Brooks
  • Imprint: Cambridge University Press
Subject categories
ISBNs
  • 9781108422536
  • 9781108527545
  • 9781108526401

In The Press

'Introductory Econometrics for Finance covers a variety of financial applications and illustrates how econometrics methods can be used for each topic. Researchers and practitioners in finance will find this book invaluable. The new fourth edition is expanded with important topics of state space models and extreme value theory. Moreover, a free companion website with various software programs is essential for performing actual empirical analysis. I constantly recommend this text to Masters and undergraduate finance students.' Elena Goldman, Pace University, New York