Introductory Econometrics for Finance 2nd edition by Chris Brooks 052169468X 9780521694681

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Product details:

 ISBN 10:052169468X

ISBN 13:9780521694681

Author: Chris Brooks 

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

Introductory Econometrics for Finance 2nd Table of contents:

1 – Introduction

2 – A brief overview of the classical linear regression model

3 – Further development and analysis of the classical linear regression model

4 – Classical linear regression model assumptions and diagnostic tests

5 – Univariate time series modelling and forecasting

6 – Multivariate models

7 – Modelling long-run relationships in finance

8 – Modelling volatility and correlation

9 – Switching models

10 – Panel data

11 – Limited dependent variable models

12 – Simulation methods

13 – Conducting empirical research or doing a project or dissertation in finance

14 – Recent and future developments in the modelling of financial time series

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