TY  - BOOK
AU  - Brooks,Chris
TI  - Introductory econometrics for finance
SN  - 9781108422536
AV  - HG173 .B76 2019
U1  - 332.015195 23
PY  - 2019///
CY  - Cambridge, United Kingdom, New York, NY
PB  - Cambridge University Press
KW  - Finance
KW  - Econometric models
KW  - Econometrics
N1  - 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

N2  - 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
ER  -