Introductory econometrics for finance. / Chris Brooks.
Material type:
TextPublisher: New York: Cambridge University Press, 2014Edition: 3rd edDescription: xxiv, 716 pages ; 25 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 9781107034662 (hardback); 9781107661455 (pbk.)Subject(s): Finance -- Econometric models | EconometricsDDC classification: 332.01/5195 LOC classification: HG173.B76| Item type | Current location | Home library | Call number | Status | Date due | Barcode |
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | HG173.B76(3e) (Browse shelf) | Available | K/1344/1344/19 |
Includes bibliographical references (pages 697 -709) and index.
Contents: Introduction -- Mathematical and statistical foundations -- A brief overview of the classical linear regression model -- Further development and analysis of the classical linear regression model -- Classical linear regression model assumptions and diagnostic tests -- Unvariate time series modelling and forecasting -- Multivariate models -- Modelling long-run relationships in finance -- Modelling volatility and correlation -- Switching models -- Panel data -- Limited dependent variable models -- Simulation methods -- Conducting empirical research or doing a project or dissertation in finance --
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