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...
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| Hovedforfatter: | |
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| Sprog: | Undetermined English |
| Udgivet: |
Cambridge,New York
Cambridge University Press
2002
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Trà Vinh |
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| Summary: | 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 |
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| Fysisk beskrivelse: | xxv, 701 p. ill. 26 cm |
| Bibliografi: | Includes bibliographical references (p. 680-692) and index |
| ISBN: | 052179367X 9780521793674 |