Introductory Econometrics for Finance
- Textbook
Description
A complete resource for finance students, 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…
- Add bookmark
- Cite
- Share
Key features
- A complete package for finance students that assumes no prior background in econometrics
- The fundamentals have been broadened into two introductory chapters (one covering mathematics and the other basic statistics) to provide a strong foundation for those new to the subject
- Includes full web support for students and instructors, with datasets, additional chapter questions (with answers provided), lecture slides, support for popular statistical software packages and links to sources of financial data and articles
- Includes worked examples on how to conduct events studies and the Fama–MacBeth method, two of the most common empirical approaches in finance, ensuring that students are well-prepared for econometrics in practice
About the book
- DOI https://doi.org/10.1017/9781108524872
- Subjects Econometrics and Mathematical Methods,Economics,Finance and Accountancy
- Format: Paperback
- Publication date: 16 May 2019
- ISBN: 9781108436823
- Dimensions (mm): 246 x 189 mm
- Weight: 1.55kg
- Contains: 98 b/w illus. 132 colour illus. 70 tables
- Page extent: 724 pages
- Availability: In stock
- Format: Digital
- Publication date: 18 March 2019
- ISBN: 9781108524872
Access options
Review the options below to login to check your access.
Personal login
Log in with your Cambridge Higher Education account to check access.
Purchase options
There are no purchase options available for this title.
If you believe you should have access to this content, please contact your institutional librarian or consult our FAQ page for further information about accessing our content.
Related content
AI generated results by Discovery for publishers [opens in a new window]
- BookEconomic Evidence in EU Competition Law
Online publication date: 21 September 2018
- BookIntroductory Econometrics for Finance
Online publication date: 05 June 2012
- BookApplied Time Series Econometrics
Online publication date: 23 November 2009