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 --