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中文名为《金融计量经济学导论》，此为2008年最新出版的第二版， 应该都知道的很好的金融计量方面的入门教材
【书名】Introductory Econometrics for Finance
【作者】Chris Brook
【出版社】Cambridge University Press
【版本】2nd Edition
【出版日期】2008
【文件格式】PDF
【文件大小】5.76MB
【页数】672
【ISBN出版号】978052169468
【资料类别】计量金融学
【市面定价】
【扫描版还是影印版】影印版
【是否缺页】否
【关键词】Econometrics for Finance
【内容简介】
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools
【目录】
List of figures;
List of tables;
List of boxes;
List of screenshots;
Preface to the second edition; Acknowledgements;
1. Introduction;
2. The classical linear regression model;
3. Further development and analysis of the classical linear regression model;
4. Classical linear regression model assumptions and diagnostic tests;
5. Univariate time series modelling and forecasting;
6. Multivariate models;
7. Modelling long-run relationships in finance;
8. Modelling volatility and correlation;
9. Switching models;
10. Panel data;
11. Limited dependent variable models;
12. Simulation methods;
13. Empirical research and doing a project or dissertation;
14. Recent and future developments;
Appendix 1: A review of some fundamental mathematical and statistical concepts;
Appendix 2: Tables of statistical distributions;
Appendix 3: Sources of data used in this book;
Index
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