000			02702cam a22002658i 4500
999			_c24156 _d24156
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008			221018b xxu||||| |||| 00| 0 eng d
010			_a 2013049908
020			_a9781107661455
040			_aUOWD
082	0	0	_a332.015195 BR IN
100	1		_aBrooks, Chris, _d1971- _925428
245	1	0	_aIntroductory econometrics for finance _cChris Brooks
250			_a3rd ed.
300			_axxiv, 716 p. : _bill. ; _c25 cm.
504			_aIncludes bibliographical references and index.
505	0		_aPreface 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.
520			_aThis 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.
526	0		_aECON240, ECON339
650		0	_aFinance _xEconometric models _925429
650		0	_aEconometrics _91627
856			_uhttps://elibrary.gemzplatform.com/ntjj _zEbook
856			_uhttps://uowd.box.com/s/pt7ua7snw6ozp2esihutqufazw66gc49 _zLocation Map
942			_c3DAY _2ddc