INTRODUCTORY ECONOMETRICS FOR FINANCE (2 REV ED) (En papel)

Datos del libro

• 14.0x19.0cm.
• Nº de páginas: 672 págs.
• Editorial: CAMBRIDGE UNIVERSITY PRESS
• Lengua: INGLÉS
• Encuadernación: Tapa blanda
• ISBN: 9780521694681
• Año edicón: 2008
• Plaza de edición: UK

Sinopsis

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