Introductory Econometrics for Finance 2/e (絕)
- 20本以上，享 8.5折
售價
$
洽詢
- 一般書籍
- ISBN：9780521694681
- 作者：Chris Brooks
- 版次：2
- 年份：2008
- 出版商：Cambridge University
書籍介紹
目錄
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
Table of Contents
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
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
