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Introductory Econometrics for Finance

Introductory Econometrics for Finance
Author: Chris Brooks
ISBN 13: 9780521694681
ISBN 10: 52169468
Edition: 2
Publisher: Cambridge University Press
Publication Date: 2008-06-09
Format: Paperback
Pages: 674
List Price: $78.00

Second edition of best-selling introduction to econometrics specifically written for finance students.


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)