TY  - BOOK
AU  - Brooks,Chris
TI  - Introductory econometrics for finance.
SN  - 9781107034662 (hardback)
AV  - HG173.B76 
U1  - 332.01/5195 23
PY  - 2014///
CY  - New York
PB  - Cambridge University Press
KW  - Finance
KW  - Econometric models
KW  - Econometrics
N1  - 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 --
ER  -