000			03171nam a22002297a 4500
999			_c770 _d770
005			20211113113003.0
008			200918b ||||| |||| 00| 0 eng d
020			_a9781108436823
082			_a332.015195 _bBRO
100			_aBrooks, Chris _91869
245			_aIntroductory econometrics for finance
250			_a4th
260			_bCambridge University Press _aCambridge _c2019
300			_axxxi, 696 p.
365			_aUSD _b59.99
504			_aTable of Contents Preface to the fourth edition 1. Introduction and mathematical foundations 2. Statistical foundations and dealing with data 3. A brief overview of the classical linear regression 4. Further development of classical linear regression 5. Classical linear regression model assumptions 6. Univariate time-series modelling and forecasting 7. Multivariate models 8. Modelling volatility and correlation 10. Switching and state space models 11. Panel data 12. Limited dependent variable models 13. Simulation methods 14. Additional econometric techniques for financial research 15. Conducting empirical research Appendix 1. Sources of data used in this book and the accompanying software manuals Appendix 2. Tables of statistical distributions Glossary References Index.
520			_aA 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. A complete package for finance students that assumes no prior background in econometrics 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 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 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			_aEconometrics _9845
650			_aFinance--Econometric models _91870
650			_aFinance--Mathematical models _9180
942			_2ddc _cBK