Introductory Econometrics for Finance

Chris Brooks

• 02 september 2002
• 9780521793674

Samenvatting:

Introducing students to the econometric techniques commonly used in finance literature, Brooks (financial econometrics, ISMA Centre, U. of Reading, UK) covers the classical linear regression model, univariate time series modeling and forecasting, multivariate models, modeling long-run relationships in finance, modeling volatility and correlation, switching models, simulation methods, conducting empirical research, and future developments in the modeling of financial time series. The material was written for students at the Masters or undergraduate level. Annotation c. Book News, Inc., Portland, OR (booknews.com)