Download the fantastic book titled Introductory Econometrics for Finance written by Chris Brooks, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "Introductory Econometrics for Finance", which was released on 22 May 2008. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Business & Economics genre.
Summary of Introductory Econometrics for Finance by Chris Brooks PDF
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 leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.
Detail About Introductory Econometrics for Finance PDF
- Author : Chris Brooks
- Publisher : Cambridge University Press
- Genre : Business & Economics
- Total Pages : 583 pages
- ISBN : 1139472305
- Release Date : 22 May 2008
- PDF File Size : 21,6 Mb
- Language : English
- Rating : 5/5 from 1 reviews
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