Biblioteca UM: Nuevas Adquisiciones

Introductory econometrics for finance


Autor: Chris Brooks

Puedes solicitar el libro aquí: 330.015.195 BROi

Cubierta del libro

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.

  • A complete package for finance students – assumes no background in econometrics
  • Includes full web support for students and instructors, with data sets, additional chapter questions (with answers provided), lecture slides, support for popular statistical software packages and links to sources of financial data and articles
  • Incorporates data, tutorials and screenshots from the latest version of the statistical software EViews
  • Includes worked examples on how to conduct events studies and the Fama-MacBeth method, two of the most common empirical approaches in finance, ensuring that students are well-prepared for econometrics in practice

Resumen tomado de: http://bit.ly/1URyClE [Consulta: 28/03/2016]

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Esta entrada fue publicada en 1 abril, 2016 por en Facultad de Ciencias Empresariales y Economía y etiquetada con , , .

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