| LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2013049908 |
| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781107661455 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
332.015195 BR IN |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Brooks, Chris, |
| Dates |
1971- |
| TITLE STATEMENT |
|---|
| Title |
Introductory econometrics for finance |
| Statement of responsibility, etc |
Chris Brooks |
| EDITION STATEMENT |
|---|
| Edition |
3rd ed. |
| PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiv, 716 p. : |
| Other Details |
ill. ; |
| Size |
25 cm. |
| CONTENTS |
|---|
| Contents |
Preface to the third edition; Acknowledgements; 1. Introduction; 2. Mathematical and statistical foundations; 3. A brief overview of the classical linear regression model; 4. Further development and analysis of the classical linear regression model; 5. Classical linear regression model assumptions and diagnostic tests; 6. Univariate time series modelling and forecasting; 7. Multivariate models; 8. Modelling long-run relationships in finance; 9. Modelling volatility and correlation; 10. Switching models; 11. Panel data; 12. Limited dependent variable models; 13. Simulation methods; 14. Conducting empirical research or doing a project or dissertation in finance; Appendix 1. Sources of data used in this book; Appendix 2. Tables of statistical distributions; Glossary; References; Index. |
| SUMMARY |
|---|
| Summary |
This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package. |
| STUDY PROGRAM |
|---|
| Program name |
ECON240, ECON339 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Finance |
| General |
Econometric models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Econometrics |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://elibrary.gemzplatform.com/ntjj |
| Public note |
Ebook |
| ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://uowd.box.com/s/pt7ua7snw6ozp2esihutqufazw66gc49 |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
|---|
| -- |
25428 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
25429 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
1627 |