Introductory Econometrics for Finance
Back to Search
Book Statistics
1 Views
0 Comments
0 Rating

Introductory Econometrics for Finance

Author: Chris Brooks

Description

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.

Keywords

workfile window penalises large errors new workfile switching portfolio introductory econometrics predictive failure test touch equation info criterion news impact curve original explanatory variables covariance proportion regression window conditional mean equation conditional variance equation time between trades dependent var ratings announcements adjusting endpoints squared resid slope dummy variables multiple regression context maximised value threshold autoregressive models classical linear regression model unrestricted regression

Download & Read Options

Introductory Econometrics for Finance.pdf

PDF

Login to Read Login to Download

Reader's Comments (0)

Login to Comment
No Comments Yet

Be the first to share your thoughts about this book!

Related eBooks

The Female Brand

Catherine Kaputa

View
Innovative Knowledge Management

Alan Eardley, Lorna Uden

View
Advertising and the Mind of the Consumer

Max Sutherland, Alice K. Sylvester

View
The Ad-Free Brand

Chris Grams

View