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Introductory Econometrics for Finance (Paperback)
  • Introductory Econometrics for Finance (Paperback)
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Introductory Econometrics for Finance (Paperback)

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£46.00
Paperback 674 Pages / Published: 22/05/2008
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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. Bundle with EViews student version 6 available. Please contact us for more details.

Publisher: Cambridge University Press
ISBN: 9780521694681
Number of pages: 674
Weight: 1190 g
Dimensions: 247 x 174 x 34 mm
Edition: 2nd Revised edition

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