Introductory econometrics for finance / Chris Brooks
Tipo de material: TextoDetalles de publicación: Cambridge : Cambridge University, 2008 Edición: 2a ed. Descripción: XXIV, 648 p. : gráf. ; 25 cmISBN: 9780521694681Tema(s): Econometría | Finanzas -- Modelos matemáticosResumen: 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.Tipo de ítem | Biblioteca de origen | Signatura | URL | Estado | Fecha de vencimiento | Código de barras | Reserva de ítems |
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Fuera de préstamo | 07. BIBLIOTECA CIENCIAS SOCIALES Y JURÍDICAS | 330.115/BRO/int *Prof. D.Coronado (Navegar estantería(Abre debajo)) | Texto completo | No para préstamo (Uso restringido) | 3742690414 | ||
Monografías | 07. BIBLIOTECA CIENCIAS SOCIALES Y JURÍDICAS | 330.115/BRO/int *Prof. Moreno Rodríguez, Pedro Jesús (Navegar estantería(Abre debajo)) | Disponible Ubicación en estantería | Bibliomaps® | 3742688760 |
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330.115/BIE/top Topics in advanced econometrics : estimation, testing and specification of cross-section and time series models / Herman J. Bierens | 330.115/BIE/top Topics in advanced econometrics : estimation, testing and specification of cross-section and time series models / Herman J. Bierens | 330.115/BRO/int Introductory econometrics for finance / Chris Brooks. | 330.115/BRO/int *Prof. D.Coronado Introductory econometrics for finance / Chris Brooks | 330.115/BRO/int *Prof. Moreno Rodríguez, Pedro Jesús Introductory econometrics for finance / Chris Brooks | 330.115/CAB/cri A25 Criterios de selección de estimaciones de tablas input-output con métodos "non-survey" / Bernardí Cabrer, Dulce Contreras y Amparo Sancho | 330.115/CAB/mic Microeconometría y decisión / Bernardí Cabrer Borrás, Amparo Sancho Pérez, Guadalupe Serrano Domingo. |
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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.
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