Introductory Econometrics for Finance

SECOND EDITION

by Chris Brooks

 

其中包含三个ＲＡＲ压缩文件，将下载的文件分别命名为1.rar, 2.rar, 3.rar后便可正常解压

TABLE OF CONTENTS

1 Introduction 1

2 A brief overview of the classical linear regression model 27

3 Further development and analysis of the classical linear regression model 88

4 Classical linear regression model assumptions and diagnostic tests 129

5 Univariate time series modelling and forecasting 206

6 Multivariate models 265

7 Modelling long-run relationships in finance 318

8 Modelling volatility and correlation 379

9 Switching models 451

10 Panel data 487

11 Limited dependent variable models 511

12 Simulation methods 546

13 Conducting empirical research or doing a project or dissertation in finance 585

14 Recent and future developments in the modelling of financial time series 598

Appendix 1 A review of some fundamental mathematical and statistical concepts 607

Appendix 2 Tables of statistical distributions 616

Appendix 3 Sources of data used in this book 628

[此贴子已经被作者于2009-2-2 12:47:29编辑过]