Introductory Econometrics for Finance

the long version

This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features:Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable modelsProblem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models Detailed examples and case studies from finance show students how techniques are applied in real researchample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret resultsGives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practiceCovers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methodsThoroughly class-tested in leading finance schools