Brooks, Chris

Introductory econometrics for finance / Chris Brooks - 4th ed. - New York : Cambridge University, c 2019. - xxvii, 696 p. : ill.; 23 cm.

Includes selected references

This textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts. Maintaining the accessible prose and clear examples of previous editions, the new edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters for students without prior econometrics knowledge, and includes a new chapter on advanced methods. 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. Online resources include extensive teacher and student support materials, including EViews, Stata, R, and Python software guides"


eng.

9781108436823 Tshs 253,000/=


Econometrics
Multivariate Models
Finance
Financial forecasting
Regression analysis
Time-series analysis
Investments--Statistical methods
Stock exchanges--Statistical methods
Risk management--Statistical methods

332.5195 BRO