Introductory Econometrics for Finance (2nd ed.)

by Chris Brooks

Subject categories
ISBNs
  • 9780521873062
  • 9780511402340
  • 9781107086463
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.

  • Cambridge University Press; May 2008
  • ISBN: 9780511402340
  • Edition: 2
  • 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
  • 9780521873062
  • 9780511402340
  • 9781107086463

In The Press

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

Subject categories
ISBNs
  • 9780521873062
  • 9780511402340
  • 9781107086463