Introductory Econometrics for Finance
| Author | : | |
| Rating | : | 4.21 (884 Votes) |
| Asin | : | 052179367X |
| Format Type | : | paperback |
| Number of Pages | : | 728 Pages |
| Publish Date | : | 2017-04-21 |
| Language | : | English |
DESCRIPTION:
George Elturk said BIG lifesaver. I cant exactly review the whole book because I haven't read it allbut chapter 5 and 7.1 helped me tremendously in a financial econometrics subject.What the lecturer covered in 6 weeks, chris brooks covers in 1 chapter and a little bit that's even greater detail. Definitions, examples, and can follow the discussion a lot easier by telling you exactly what you need to know that's not too simple yet not to detailed.Especially since the assignment required us to complete ARIMA modelling in eviews, this book almost does it for you.I must have a bad le. A great book to keep in your self whenever you need SatsM Complex concepts of Econometrics explained in simple words. A great book to keep in your self whenever you need it, as a student or as professional.. AAA Introduction!!! Fin Econ I think this book is a terrific introduction to econometrics for Finance applications. I believe that Ph.D. students should take a two course sequence from more traditional econometrics texts - for example, Judge, Hill , Griffith. But an applied financial econometrics class from this text would be extremely valuable. I plan on teaching from it at the Master's level and have lent it to strong undergrads. I think an MS in Finance program would benefit from a mandatory course from this text.
An introductory knowledge of calculus, algebra, statistics and regression analysis is assumed. 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. 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.
It's clear and easy to follow and the RATs code is integrated with the algebra and provides value added the material is very applied and 'hands on' and it should have wide usage in the myriad of finance courses around.' International Journal of Finance & Economics'This is an excellent textbook of econometrics for students of finance at the undergraduate as well as postgraduate levels. 'New finance studies will like this book. I consider this to be an excellent textbook of econometrics for the students as well as the practitioners in the area of finance.' Indian Journal of Statistics