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  3. Introductory Econometrics for Finance
  • This book is no longer available to purchase from Cambridge Core
  • Cited by 591
Publisher:
Cambridge University Press
Online publication date:
June 2012
Print publication year:
2008
Online ISBN:
9780511841644
DOI:
https://doi.org/10.1017/CBO9780511841644
Subjects:
Economics, Econometrics and Mathematical Methods, Finance and Accountancy
Information

Book description

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 modelsDetailed examples and case studies from finance show students how techniques are applied in real researchSample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret resultsGives 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 methodsThoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.

Reviews

'Very comprehensive, and it does a sound job of covering the territory.’

Source: The Times Higher Education Supplement

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