This introduction to contemporary topics in the modelling of financial time series is data and problem driven, giving students the skills to estimate and interpret models, and intuitively grasp the underlying theoretical econometrics. An introductory knowledge of calculus, algebra, statistics and regression analysis is assumed. The book focuses on the needs of finance students and uses pedagogic textbook features throughout, notably in the later chapters, which offer advice on planning and executing a project in empirical finance, and which also evaluates sources of on-line financial information.
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'New finance studies will like this book. It'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
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Book Description Cambridge University Press, 2002. Book Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Re-bound by library. There are pencil markings on the pages. Bookseller Inventory # 4717367
Book Description Cambridge University Press, 2002. Hardcover. Book Condition: Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Bookseller Inventory # 0521790182
Book Description Cambridge University Press, 2002. Hardcover. Book Condition: Used: Good. Bookseller Inventory # SONG0521790182