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1、ThispageintentionallyleftblankIntroductoryEconometricsforFinanceSECONDEDITIONThisbest-sellingtextbookaddressestheneedforanintroductiontoeconometricsspecificallywrittenforfinancestudents.Itincludesexamplesandcasestudieswhichfinancestudentswillrecogniseandrelateto.Thisneweditionbuildsonthesuccessfu
2、ldata-andproblem-drivenapproachofthefirstedition,givingstudentstheskillstoestimateandinterpretmodelswhiledevelopinganintuitivegraspofunderlyingtheoreticalconcepts.Keyfeatures:●Thoroughlyrevisedandupdated,includingtwonewchaptersonpaneldataandlimiteddependentvariablemodels●Problem-solvingapproach
3、assumesnopriorknowledgeofeconometricsemphasisingintuitionratherthanformulae,givingstudentstheskillsandconfidencetoestimateandinterpretmodels●Detailedexamplesandcasestudiesfromfinanceshowstudentshowtechniquesareappliedinrealresearch●SampleinstructionsandoutputfromthepopularcomputerpackageEViewsen
4、ablestudentstoimplementmodelsthemselvesandunderstandhowtointerpretresults●Givesadviceonplanningandexecutingaprojectinempiricalfinance,preparingstudentsforusingeconometricsinpractice●Coversimportantmoderntopicssuchastime-seriesforecasting,volatilitymodelling,switchingmodelsandsimulationmethods●T
5、horoughlyclass-testedinleadingfinanceschoolsChrisBrooksisProfessorofFinanceattheICMACentre,UniversityofReading,UK,wherehealsoobtainedhisPhD.HehaspublishedoversixtyarticlesinleadingacademicandpractitionerjournalsincludingtheJournalofBusiness,theJournalofBankingandFinance,theJournalofEmpiricalFin
6、ance,theReviewofEconomicsandStatisticsandtheEconomicJournal.HeisanassociateeditorofanumberofjournalsincludingtheInternationalJournalofForecasting.Hehasalsoactedasconsultantforvariousbanksandprofessionalbodiesinthefieldsoffinance,econometricsandrealestate.IntroductoryEconometricsforFinanceSECONDE
7、DITIONChrisBrooksTheICMACentre,UniversityofReadingCAMBRIDGEUNIVERSITYPRESSCambridge,NewYork,Melbourne,Madrid,CapeTown,Singapore,SãoPauloCambridgeUniversityPressTheEdinburghBuilding,CambridgeCB28RU,UKPublishedintheUnitedStatesofAmericaby
