MARC details
| 000 -LEADER |
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| fixed length control field |
03171nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20211113111858.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
200824b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781108436823 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.015195 |
| Item number |
BRO |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Brooks, Chris |
| 245 ## - TITLE STATEMENT |
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| Title |
Introductory econometrics for finance |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
4th |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
Cambridge University Press |
| Place of publication, distribution, etc. |
Cambridge |
| Date of publication, distribution, etc. |
2019 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xxxi, 696 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
GBP |
| Price amount |
49.99 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Table of Contents<br/><br/>Preface to the fourth edition<br/><br/>1. Introduction and mathematical foundations<br/>2. Statistical foundations and dealing with data<br/>3. A brief overview of the classical linear regression<br/>4. Further development of classical linear regression<br/>5. Classical linear regression model assumptions<br/>6. Univariate time-series modelling and forecasting<br/>7. Multivariate models<br/>8. Modelling volatility and correlation<br/>10. Switching and state space models<br/>11. Panel data<br/>12. Limited dependent variable models<br/>13. Simulation methods<br/>14. Additional econometric techniques for financial research<br/>15. Conducting empirical research<br/>Appendix 1. Sources of data used in this book and the accompanying software manuals<br/>Appendix 2. Tables of statistical distributions<br/>Glossary<br/>References<br/>Index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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.<br/><br/>A complete package for finance students that assumes no prior background in econometrics<br/>The fundamentals have been broadened into two introductory chapters (one covering mathematics and the other basic statistics) to provide a strong foundation for those new to the subject<br/>Includes full web support for students and instructors, with datasets, additional chapter questions (with answers provided), lecture slides, support for popular statistical software packages and links to sources of financial data and articles<br/>Includes worked examples on how to conduct events studies and the Fama–MacBeth method, two of the most common empirical approaches in finance, ensuring that students are well-prepared for econometrics in practice |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Econometrics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance--Econometric models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance--Mathematical models |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |