Introductory econometrics for finance / Chris Brooks, The ICMA Centre, Henley Business School, University of Reading.
"This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them under...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2014.
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| Edition: | Third edition. |
| Subjects: |
Table of Contents:
- 1. Introduction
- 2. Mathematical and statistical foundations
- 3. A brief overview of the classical linear regression model
- 4. Further development and analysis of the classical linear regression model
- 5. Classical linear regression model assumptions and diagnostic tests
- 6. Univariate time series modelling and forecasting
- 7. Multivariate models
- 8. Modelling long-run relationships in finance
- 9. Modelling volatility and correlation
- 10. Switching models
- 11. Panel data
- 12. Limited dependent variable models
- 13. Simulation methods
- 14. Conducting empirical research or doing a project or dissertation in finance
- Appendix 1. Sources of data used in this book
- Appendix 2. Tables of statistical distributions.