Introductory Econometrics for Finance
Summary
The feel-good place to buy books
Introductory Econometrics for Finance by Chris Brooks
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.
'Very comprehensive, and it does a sound job of covering the territory' The Times Higher Education Supplement
Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, UK, where he also obtained his PhD. He has published over 60 articles in leading academic and practitioner journals including The Journal of Business, The Journal of Banking and Finance, The Journal of Empirical Finance, The Review of Economics and Statistics and The Economic Journal. He has also acted as consultant for various banks and professional bodies in the fields of finance, econometrics and real estate.
| SKU | GOR002989743 |
| ISBN 13 | 9780521694681 |
| ISBN 10 | 052169468X |
| Title | Introductory Econometrics for Finance |
| Author | Chris Brooks |
| Condition | Very Good |
| Binding Type | Paperback |
| Publisher | Cambridge University Press |
| Year published | 2008-05-22 |
| Number of pages | 674 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us |
