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Introductory Econometrics for finance 1st edition
Posted on 2010-04-15
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This is a very good book to teach econometrics to finance majors. The book assumes no prrior knowledge and it covers important topics such as time series forecasting, volatility modelling, switching models and simulation methods.The book also includes advice on planning and executing a project on empirical finance.The book is data and problem driven giving students the skill to estimate and interpret models whilst having a intitutive grasp of the underlying theoretical econometrics. . Companion website
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2.5 out of 5 by Book123 |
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