Introductory Econometrics For Finance - Softcover

Brooks, Chris

Softcover

ISBN 10: 052169468X ISBN 13: 9780521694681

Publisher: Cambridge University Press, 2008

Synopsis

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

About this title

About the Author

Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, UK, where he also obtained his PhD. He has published over 60 articles in leading academic and practitioner journals including The Journal of Business, The Journal of Banking and Finance, The Journal of Empirical Finance, The Review of Economics and Statistics and The Economic Journal. He has also acted as consultant for various banks and professional bodies in the fields of finance, econometrics and real estate.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2008
• Language: English
• ISBN 10: 052169468X
• ISBN 13: 9780521694681
• Binding: Paperback
• Edition number: 2
• Number of pages: 674