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Introductory Econometrics for Finance is a comprehensive textbook tailored for finance students seeking to understand econometrics. The 4th edition builds upon the successful data- and problem-driven approach of previous editions, emphasizing intuition over complex formulas. It includes detailed examples and case studies from finance, guiding students on how techniques are applied in real research. The book also provides sample instructions and output from the popular computer package EViews, enabling students to implement models themselves and understand how to interpret results. Additionally, it offers advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice. The edition covers important modern topics such as time-series forecasting, volatility modeling, switching models, and simulation methods. Thoroughly class-tested in leading finance schools, it is a valuable resource for both students and practitioners in the field of finance.
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Edition: SECOND EDITION
Volume:
Publisher: Cambridge University Press
Publishing Year: 2019
ISBN: 978-1108422536
Pages: 674