Introductory Econometrics for Finance

by Chris Brooks

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.

Genres: Finance, Economics, Textbooks, Mathematics

740 pages, Paperback

First published January 1, 2002

Reviews

[Tserennadmid Gantumur · Rating 5 out of 5]

One of my favourite textbooks.
It not only explains everything in details but also gives a guidance on usage of software package - Eviews. Can be used as a complete self-study guidance.
Read the chapters needed for my quantitative methods class, but expecting to come back to that book soon when I have another econometrics related module.

[Rens van Steenes · Rating 5 out of 5]

Best book ever.

[Gianti · Rating 4 out of 5]

ultimate guidance for my final paper..