TY  - BOOK
AU  -  Brooks ,Chris
TI  - Introductory Econometrics for Finance
SN  - 9781108436823
U1  - 332.015195 
PY  - 2019///
CY  - New York : 
PB  - Cambridge University press
KW  -  Econometrics
KW  - Economics
KW  - Finance Econometric models
KW  - Financial econometrics
KW  - Quantitative finance
N1  - Includes index and bibliographies; 
Introduction and mathematical foundations
; Statistical foundations and dealing with data
; A brief overview of the classical linear regression model
; Further development and analysis of the classical linear regression model
; Classical linear regression model assumptions and diagnostic tests
; Univariate time-series modelling and forecasting
; Multivariate models
; Modelling long-run relationships in finance – Modelling volatility and correlation
; Switching and state space models
; Panel data
; Limited dependent variable models
; Simulation methods
; Additional econometric techniques for financial research
; Conducting empirical research or doing a project or dissertation in finance

ER  -