Introductory econometrics for finance

This introduction to contemporary topics in the modelling of financial time series is data and problem driven, giving students the skills to estimate and interpret models, and intuitively grasp the underlying theoretical econometrics. An introductory knowledge of calculus, algebra, statistics and re...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awdur: Brooks, Chris
Awduron Eraill: Chris Brooks
Iaith:Undetermined
English
Cyhoeddwyd: Cambridge,New York Cambridge University Press 2002
Pynciau:
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh
Disgrifiad
Crynodeb:This introduction to contemporary topics in the modelling of financial time series is data and problem driven, giving students the skills to estimate and interpret models, and intuitively grasp the underlying theoretical econometrics. An introductory knowledge of calculus, algebra, statistics and regression analysis is assumed. The book focuses 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 evaluates sources of on-line financial information
Disgrifiad Corfforoll:xxv, 701 p.
ill.
26 cm
Llyfryddiaeth:Includes bibliographical references (p. 680-692) and index
ISBN:052179367X
9780521793674