Introductory Econometrics for Finance: 0 - Tapa dura

'Very comprehensive, and it does a sound job of covering the territory.' The Times Higher Education Supplement

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. Bundle with EViews student version 6 available. Please contact us for more details.