Introductory Econometrics for Finance by Chris Brooks

Introductory Econometrics for Finance by Chris Brooks

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ISBN: 9780521694681

Cambridge University Press; 2 edition (June 9, 2008)

Soft Cover,  648 pages

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