Chris Brooks – Introductory Econometrics for Finance
Sale page :_http://www.amazon.co.uk/Introductory-Econometrics-Finance-Chris-Brooks/dp/052169468X
Paperback: 674 pages
Publisher: Cambridge University Press; 2 edition (22 May 2008)
Product Dimensions: 17.4 x 3.4 x 24.7 cm
Average Customer Review: 4.8 out of 5 stars See all reviews (16 customer reviews)
Amazon Bestsellers Rank: 211,394 in Books (See Top 100 in Books)
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.
Very comprehensive, and it does a sound job of covering the territory.’ The Times Higher Education Supplement
This best-selling introduction to econometrics is specifically written for finance students. The new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts.
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