Introductory econometrics for finance /
Brooks, Chris, 1971-
Introductory econometrics for finance / Chris Brooks , The ICMA Centre, Henley Business School, University of Reading. - Fourth edition. - xxxi, 696 pages : illustrations ; 25 cm
Includes bibliographical references (pages 672-687) and index.
Preface to the fourth edition; 1. Introduction and mathematical foundations; 2. Statistical foundations and dealing with data; 3. A brief overview of the classical linear regression; 4. Further development of classical linear regression; 5. Classical linear regression model assumptions; 6. Univariate time-series modelling and forecasting; 7. Multivariate models; 8. Modelling volatility and correlation; 10. Switching and state space models; 11. Panel data; 12. Limited dependent variable models; 13. Simulation methods; 14. Additional econometric techniques for financial research; 15. Conducting empirical research; Appendix 1. Sources of data used in this book and the accompanying software manuals; Appendix 2. Tables of statistical distributions; Glossary; References; Index.
The only econometrics textbook that requires no prior knowledge of the subject, aimed specifically at students of finance, accountancy, or banking. It includes a broad range of techniques, detailed case studies, and explanations of how to implement the techniques and understand the results from the most popular software packages.
9781108422536 9781108436823
2018061692
Finance--Econometric models.
Econometrics.
HG173 / .B76 2019
332.015195 / B.C.I
Introductory econometrics for finance / Chris Brooks , The ICMA Centre, Henley Business School, University of Reading. - Fourth edition. - xxxi, 696 pages : illustrations ; 25 cm
Includes bibliographical references (pages 672-687) and index.
Preface to the fourth edition; 1. Introduction and mathematical foundations; 2. Statistical foundations and dealing with data; 3. A brief overview of the classical linear regression; 4. Further development of classical linear regression; 5. Classical linear regression model assumptions; 6. Univariate time-series modelling and forecasting; 7. Multivariate models; 8. Modelling volatility and correlation; 10. Switching and state space models; 11. Panel data; 12. Limited dependent variable models; 13. Simulation methods; 14. Additional econometric techniques for financial research; 15. Conducting empirical research; Appendix 1. Sources of data used in this book and the accompanying software manuals; Appendix 2. Tables of statistical distributions; Glossary; References; Index.
The only econometrics textbook that requires no prior knowledge of the subject, aimed specifically at students of finance, accountancy, or banking. It includes a broad range of techniques, detailed case studies, and explanations of how to implement the techniques and understand the results from the most popular software packages.
9781108422536 9781108436823
2018061692
Finance--Econometric models.
Econometrics.
HG173 / .B76 2019
332.015195 / B.C.I