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Introductory econometrics for finance / Chris Brooks

Brooks, Chris.
Material type: materialTypeLabelBook; Format: print Publisher: Cambridge : Cambridge University, 2008Edition: 2a ed.Description: XXIV, 648 p. : gráf. ; 25 cm.ISBN: 9780521694681.Subject(s): Econometría | Finanzas -- Modelos matemáticos
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Item type Home library Call number Status Loan Date due Barcode Item holds Course reserves
Fuera de préstamo 07. BIBLIOTECA CIENCIAS SOCIALES
330.115/BRO/int *Prof. D.Coronado (Browse shelf) Not for loan NO SE PRESTA 3742690414
Manuales (7 días) 07. BIBLIOTECA CIENCIAS SOCIALES
330.115/BRO/int *Prof. Moreno Rodríguez, Pedro Jesús (Browse shelf)   Shelving location | Bibliomaps® NO SE PRESTA 3742688760

APPLIED ECONOMETRICS FOR INTERNATINAL BUSINESS AND ECONOMICS GRADO EN ADMINISTRACIÓN Y DIRECCIÓN DE EMPRESAS (CÁDIZ) Asignatura actualizada 2018-2019

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Enhanced descriptions from Syndetics:

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.

Índice

Bibliografía: p. [629]-640

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. First edition sold over 18,000 copies worldwide. Contains new case studies on firm financing, credit ratings, banking competition, tests of purchasing power parity, and evaluation of mutual fund manager performance. New and improved companion website with freely downloadable financial data, answers to end-of-chapter questions, PowerPoint slides and useful links.

Table of contents provided by Syndetics

  • List of figures
  • List of tables
  • List of boxes
  • List of screenshots
  • Preface to the second edition
  • Acknowledgements
  • 1 Introduction
  • 2 The classical linear regression model
  • 3 Further development and analysis of the classical linear regression model
  • 4 Classical linear regression model assumptions and diagnostic tests
  • 5 Univariate time series modelling and forecasting
  • 6 Multivariate models
  • 7 Modelling long-run relationships in finance
  • 8 Modelling volatility and correlation
  • 9 Switching models
  • 10 Panel data
  • 11 Limited dependent variable models
  • 12 Simulation methods
  • 13 Empirical research and doing a project or dissertation
  • 14 Recent and future developments
  • Appendix 1 A review of some fundamental mathematical and statistical concepts
  • Appendix 2 Tables of Statistical distributions
  • Appendix 3 Sources of data used in this book
  • Index

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