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 model  75

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

5、Classical linear regression model assumptions and diagnostic tests  179

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

Glossary  680

References  697

Index  710

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