Introductory econometrics for finance

The first textbook to teach introductory econometrics to finance majors. The text is data and problem driven, giving students the skills to estimate and interpret models, while having an intuitive grasp of the underlying theoretical econometrics. The approach of Dr Brooks, based on the successful co...

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Detalles Bibliográficos
Autor principal: Brooks, Chris, 1971- (-)
Formato: Libro
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press 2002.
Materias:
Acceso en línea:Sumario
Ver en Universidad de Navarra:https://unika.unav.edu/discovery/fulldisplay?docid=alma991004687219708016&context=L&vid=34UNAV_INST:VU1&search_scope=34UNAV_TODO&tab=34UNAV_TODO&lang=es
Descripción
Sumario:The first textbook to teach introductory econometrics to finance majors. The text is data and problem driven, giving students the skills to estimate and interpret models, while having an intuitive grasp of the underlying theoretical econometrics. The approach of Dr Brooks, based on the successful course he teaches at one of the UK's leading finance centres, ensures that the text focuses squarely on the needs of finance students and uses pedagogic textbook features throughout, notably in the later chapters, which offer advice on planning and executing a project in empirical finance, and which also evaluate sources of online financial information. Sample instructions and output from two popular and widely-available computer packages (EViews and WinRATS) are presented as an integral part of the text.
Descripción Física:xxv, 701 p. : il. ; 26 cm
Bibliografía:Includes bibliographical references (p. 680-692) and index.
ISBN:9780521790185
9780521793674