Introductory Econometrics for Finance

by Chris Brooks

A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that 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 accessible prose and clear examples of previous editions, the new edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters for students without prior econometrics knowledge, and includes a new chapter on advanced methods. 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 materials, including EViews, Stata, R, and Python software guides.

Genres: Finance, Textbooks, Economics, Mathematics

724 pages, Paperback

First published January 1, 2002

Reviews

[Tserennadmid Gantumur]

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]

Best book ever.

[Gianti]

ultimate guidance for my final paper..