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Introductory Econometrics for Finance chris brooks 2nd Edition by Cambridge University Press ISBN 0511128118 9780511128110

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Introductory Econometrics for Finance chris brooks 2nd Edition Cambridge University Press Digital Instant Download

Author(s): Cambridge University Press
ISBN(s): 9780511128110, 0511128118
Edition: 2
File Details: PDF, 3.99 MB
Language: english
SKU: EB-1269852 Category: Tag:

Introductory Econometrics for Finance chris brooks 2nd Edition by Cambridge University Press – Ebook PDF Instant Download/Delivery: 0511128118, 9780511128110
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ISBN 10: 0511128118
ISBN 13: 9780511128110
Author: Cambridge University Press

This 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.

Introductory Econometrics for Finance chris brooks 2nd Table of contents:

1. Introduction
What is Econometrics?
The Role of Econometrics in Finance
Structure of the Book

2. Statistical Foundations
Probability and Distributions
Sampling and Estimation
Hypothesis Testing

3. Simple Regression Analysis
The Linear Regression Model
Estimation of Parameters
Hypothesis Testing in Simple Regression

4. Multiple Regression Analysis
The Multiple Regression Model
Assumptions of the Classical Linear Model
Multicollinearity
Model Specification

5. Time Series Data and Models
Characteristics of Time Series Data
Stationarity and Unit Roots
Autoregressive Models
Moving Average Models

6. Dynamic Models and Lagged Variables
Distributed Lag Models
Autoregressive Distributed Lag (ARDL) Models
Error Correction Models

7. Volatility Modeling
Measuring Volatility
ARCH and GARCH Models
Extensions of GARCH

8. Panel Data Models
Introduction to Panel Data
Fixed Effects and Random Effects Models
Estimation Techniques for Panel Data

9. Forecasting
Principles of Forecasting
Evaluating Forecast Accuracy
Forecasting Financial Variables

10. Advanced Topics in Econometrics
Instrumental Variables
Simultaneous Equations Models
Limited Dependent Variable Models

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Tags: Cambridge University Press, Econometrics, Finance