(2008) Introductory Econometrics for Finance, 2nd Ed (ISBN 0521873061)

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

(2008) Introductory Econometrics for Finance, 2nd Ed (ISBN 0521873061) 5.9MB 647 pages

1 Introduction 1

1.1 What is econometrics? 1

1.2 Is financial econometrics different from ‘economic econometrics’? 2

1.3 Types of data 3

1.4 Returns in financial modelling 7

1.5 Steps involved in formulating an econometric model 9

1.6 Points to consider when reading articles in empirical finance 10

1.7 Econometric packages for modelling financial data 11

1.8 Outline of the remainder of this book 22

1.9 Further reading 25

Appendix: Econometric software package suppliers 26

2 A brief overview of the classical linear regression model 27

2.1 What is a regression model? 27

2.2 Regression versus correlation 28

2.3 Simple regression 28

2.4 Some further terminology 37

2.5 Simple linear regression in EViews -- estimation of an optimal

hedge ratio 40

2.6 The assumptions underlying the classical linear regression model 43

2.7 Properties of the OLS estimator 44

2.8 Precision and standard errors 46

2.9 An introduction to statistical inference 51

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Introductory econometrics Econometric metrics Finance Finance econometrics Introductory ISBN

ha ,xiexie ha

是完整的书么