Introductory Econometrics for Finance

Introductory Econometrics for Finance by Chris Brooks

This is 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 Cass Business School, one of Europe's leading business 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. Sample instructions and output from two popular and widely available computer packages (EViews and WinRATS) are presented as an integral part of the text.

'New finance studies will like this bookIt's clear and easy to follow and the RATs code is integrated with the algebra and provides value added … the material is very applied and 'hands on' and it should have wide usage in the myriad of finance courses around.' International Journal of Finance & Economics
'This is an excellent textbook of econometrics for students of finance at the undergraduate as well as postgraduate levels. … I consider this to be an excellent textbook of econometrics for the students as well as the practitioners in the area of finance.' Indian Journal of Statistics

SKU	Unavailable
ISBN 13	9780521793674
ISBN 10	052179367X
Title	Introductory Econometrics for Finance
Author	Chris Brooks
Condition	Unavailable
Binding Type	Paperback
Publisher	Cambridge University Press
Year published	2002-08-01
Number of pages	728
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable