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Introductory Econometrics for Finance

Authors

Chris Brooks
, University of Reading
Published 2019

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…

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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

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