Introductory econometrics for finance. /
Brooks, Chris,
Introductory econometrics for finance. / Chris Brooks. - 3rd ed. - xxiv, 716 pages ; 25 cm
Includes bibliographical references (pages 697 -709) and index.
Contents: Introduction -- Mathematical and statistical foundations -- A brief overview of the classical linear regression model -- Further development and analysis of the classical linear regression model -- Classical linear regression model assumptions and diagnostic tests -- Unvariate time series modelling and forecasting -- Multivariate models -- Modelling long-run relationships in finance -- Modelling volatility and correlation -- Switching models -- Panel data -- Limited dependent variable models -- Simulation methods -- Conducting empirical research or doing a project or dissertation in finance --
9781107034662 (hardback) 9781107661455 (pbk.)
2013049908
Finance--Econometric models.
Econometrics.
HG173.B76
332.01/5195
Introductory econometrics for finance. / Chris Brooks. - 3rd ed. - xxiv, 716 pages ; 25 cm
Includes bibliographical references (pages 697 -709) and index.
Contents: Introduction -- Mathematical and statistical foundations -- A brief overview of the classical linear regression model -- Further development and analysis of the classical linear regression model -- Classical linear regression model assumptions and diagnostic tests -- Unvariate time series modelling and forecasting -- Multivariate models -- Modelling long-run relationships in finance -- Modelling volatility and correlation -- Switching models -- Panel data -- Limited dependent variable models -- Simulation methods -- Conducting empirical research or doing a project or dissertation in finance --
9781107034662 (hardback) 9781107661455 (pbk.)
2013049908
Finance--Econometric models.
Econometrics.
HG173.B76
332.01/5195