Economics/Finances Introductory Econometrics for Finance (Information Technology & Law S) (052169468X)

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Author: Chris Brooks
Publisher: Cambridge University Press; 2 edition (June 9, 2008)
Publish Date: 2008
ISBN: 052169468X
Pages: 672

Product Description

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

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