Introductory econometrics for finance / (Record no. 44542)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02261nam a2200193 i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781107034662 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781107661455 (pbk.) |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | BRO |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Brooks, Chris, |
| 245 10 - TITLE STATEMENT | |
| Title | Introductory econometrics for finance / |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Third edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Cambridge ; New York : |
| Name of publisher | Cambridge University Press, |
| Year of publication | [2014] |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxiv, 716 pages ; |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Introduction --<br/>2. Mathematical and statistical foundations --<br/>3. A brief overview of the classical linear regression model --<br/>4. Further development and analysis of the classical linear regression model --<br/>5. Classical linear regression model assumptions and diagnostic tests --<br/>6. Univariate time series modelling and forecasting --<br/>7. Multivariate models --<br/>8. Modelling long-run relationships in finance --<br/>9. Modelling volatility and correlation --<br/>10. Switching models --<br/>11. Panel data --<br/>12. Limited dependent variable models --<br/>13. Simulation methods --<br/>14. Conducting empirical research or doing a project or dissertation in finance --<br/>Appendix 1. Sources of data used in this book --<br/>Appendix 2. Tables of statistical distributions. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "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." |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Econometrics. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Reference | 11/02/2019 | Purchased | 15274.99 | 332.015195 BRO | 015837 | Reference Books |