Introductory Econometrics for Finance by Mr. Brooks, Chris: Used

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Item specifics

Condition
Good: A book that has been read but is in good condition. Very minimal damage to the cover including ...
Book Title
Introductory Econometrics for Finance
Publication Date
2019-03-28
Edition Number
4
Pages
724
ISBN
9781108436823
Category

About this product

Product Identifiers

Publisher
Cambridge University Press
ISBN-10
110843682X
ISBN-13
9781108436823
eBay Product ID (ePID)
22038755346

Product Key Features

Number of Pages
724 Pages
Language
English
Publication Name
Introductory Econometrics for Finance
Subject
Finance / General, Econometrics
Publication Year
2019
Features
Revised
Type
Textbook
Author
Chris Brooks
Subject Area
Business & Economics
Format
Trade Paperback

Dimensions

Item Height
1.1 in
Item Weight
54.5 Oz
Item Length
9.7 in
Item Width
7.4 in

Additional Product Features

Edition Number
4
Intended Audience
College Audience
LCCN
2018-061692
Dewey Edition
23
Reviews
Advance praise: 'Introductory Econometrics for Finance covers a variety of financial applications and illustrates how econometrics methods can be used for each topic. Researchers and practitioners in finance will find this book invaluable. The new fourth edition is expanded with important topics of state space models and extreme value theory. Moreover, a free companion website with various software programs is essential for performing actual empirical analysis. I constantly recommend this text to Masters and undergraduate finance students.' Elena Goldman, Pace University, New York
Illustrated
Yes
Dewey Decimal
332.01/5195
Edition Description
Revised edition
Table Of Content
Preface to the fourth edition; 1. Introduction and mathematical foundations; 2. Statistical foundations and dealing with data; 3. A brief overview of the classical linear regression; 4. Further development of classical linear regression; 5. Classical linear regression model assumptions; 6. Univariate time-series modelling and forecasting; 7. Multivariate models; 8. Modelling volatility and correlation; 10. Switching and state space models; 11. Panel data; 12. Limited dependent variable models; 13. Simulation methods; 14. Additional econometric techniques for financial research; 15. Conducting empirical research; Appendix 1. Sources of data used in this book and the accompanying software manuals; Appendix 2. Tables of statistical distributions; Glossary; References; Index.
Synopsis
The only econometrics textbook that requires no prior knowledge of the subject, aimed specifically at students of finance, accountancy, or banking. It includes a broad range of techniques, detailed case studies, and explanations of how to implement the techniques and understand the results from the most popular software packages., 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 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.
LC Classification Number
HG173.B76 2019

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    The listing was for a hardcover version of this book; however, I received a paperback. The Seller replied quickly to my question about this issue and issued a full refund - and let me keep the book. So, a diligent Seller for sure - and well packaged and reasonable timing on shipping. Thank you for the refund, and as you suggested, I'll likely donate this volume and seek the hardcover.
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    Great transaction, exactly as described, packed well, and promptly shipped on August 6th. Unfortunately the U.S. Postal Service took 23 calendar days to deliver the book. It was shipped from Pennsylvania, to Atlanta, past Alabama to Texas, enjoyed several days in Texas, then to Minneapolis, Jacksonville, Florida, back to Atlanta, finally to Birmingham, and Huntsville. The seller was very responsive and I decided it was interesting to see if/how the book would arrive. Thanks, Joe
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    Excellent purchase. Was able to get all three items from the one seller. Seller was able to bundle all three items together into one package. Items as described and arrived in perfect condition. Good communication around shipping and tracking as items delayed and not able to be delivered by original estimate. Thanks to shipping updates I was able to track the items arriving before the extended delivery time. Thank you for making these items available on EBay.
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