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Introductory econometrics for finance

Introductory econometrics for finance

Brooks, Chris

Paperback, Book. English.
Published Cambridge: Cambridge University Press, 2019
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Statement of responsibility: Chris Brooks
ISBN: 110843682X, 9781108436823
Physical Description: xxxi : ill. 25 cm.
Subject: Finance Mathematical models.; Econometrics.; Economics.


  1. Contents in Brief
  2. List of figures
  3. List of tables
  4. List of boxes
  5. List of screenshots
  6. Preface to the fourth edition
  7. Acknowledgements
  8. Outline of the remainder of the book
  9. Introduction and mathematical foundations
  10. Statistical foundations and dealing with data
  11. A brief overview of the classical linear regression model
  12. Further development and analysis of the classical linear regression model
  13. Classical linear regression model assumptions and diagnostic tests
  14. Univariate time-series modelling and forecasting
  15. Multivariate models
  16. Modelling long-run relationships in Finance
  17. Modelling volatility and correlation
  18. Switching and state space models
  19. Panel data
  20. Limited dependent variable models
  21. Simulation methods
  22. Additional econometric techniques for financial research
  23. Conducting empirical research or doing a project or dissertation in Finance
  24. Appendix 1 Sources of data used in this book and the accompanying software manuals
  25. Appendix 2 Tables of statistical distributions
  26. Glossary
  27. References
  28. Index.