Introductory econometrics for finance

Autor: Chris Brooks

Puedes solicitar el libro aquí: 330.015.195 BROi

A complete econometrics resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner. It shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts.

Maintaining the accesible prose and clear examples of the previous editions, the fourth edition of this best-selling texbook provides support for the main industry-standard software packages, expands the coverage of introduciory mathematical and statistical techniques into two chapter on advanced methods for those looking to extend their understanding. New material on state space models and the generalised method of moments, ensures that students have all the tools they need to conduct sophisticated empirical work in finance.

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. Online resources include extensive teacher and student support material with software guides for EViews, Stata, R and Python.

Resumen tomado del libro