INTRODUCTORY ECONOMETRICS FOR FINANCE

INTRODUCTORY ECONOMETRICS FOR FINANCE

The first textbook to teach introductory econometrics to finance majors. The text is data- and problem-driven, giving students the skills to estimate and interpret models, whilst having an intuitive grasp of the underlying theoretical concepts. The approach of Dr Brooks, based on the successful course he teaches at the ISMA Centre, one of Europe's leading finance schools, ensures that the text focuses squarely on the needs of finance students, including advice on planning and executing a project in empirical finance. The book assumes no prior knowledge of econometrics, and covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods. It includes detailed examples and case studies from the finance literature.
Editora: CAMBRIDGE UNIVERSITY PRESS
ISBN: 052179367X
ISBN13: 9780521793674
Edição: 1ª Edição - 2002
Número de Páginas: 701
Acabamento: PAPERBACK