Introductory Econometrics for Finance

ISBN: 9780521793674

出版社: Cambridge University Press

出版年: 2002-07-15

页数: 728

定价: USD 50.00

装帧: Paperback

内容简介

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.