图书名称：Introductory Econometrics for Finance，3e
作者：Chris Brooks
出版社：Cambridge University Press
页数：744
出版时间：May 2014
语言：English
格式：pdf
内容简介：
This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. 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. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

Table of Content

List of figures page xii

List of tables xv

List of boxes xvii

List of screenshots xix

Preface to the third edition xxi

Acknowledgements xxv

1、Introduction 1

2、Mathematical and statistical foundations 28

3、A brief overview ofthe classical linear regression model75

4、Further development and analysis of the classical linear regression model 134

5、Classical linear regression model assumptions and diagnostic tests179

6、Univariate time series modelling and forecasting 251

7、Multivariate models 305

8、Modelling long-run relationships in finance 353

9、Modelling volatility and correlation 415

10、Switching models 490

11、Panel data 526

12、Limited dependent variable models 559

13、Simulation methods 591

14、Conducting empirical research or doing a project or dissertation in finance 626

Appendix 1 Sources of data used in thisbook 667

Appendix 2 Tables of statistical distributions 668

Glossary680

References697

Index710

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