Introductory Econometrics for Finance

by Chris Brooks

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.

Genres: Finance, Economics, Textbooks, Mathematics

728 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..