Introductory Econometrics for Finance
- Publisher's listprice GBP 51.99
-
26 312 Ft (25 059 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 10% (cc. 2 631 Ft off)
- Discounted price 23 681 Ft (22 553 Ft + 5% VAT)
26 312 Ft
Availability
Estimated delivery time: In stock at the publisher, but not at Prospero's office. Delivery time approx. 3-5 weeks.
Not in stock at Prospero.
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Edition number 4, Revised
- Publisher Cambridge University Press
- Date of Publication 28 March 2019
- ISBN 9781108436823
- Binding Paperback
- No. of pages724 pages
- Size 246x189x27 mm
- Weight 1500 g
- Language English
- Illustrations 98 b/w illus. 132 colour illus. 70 tables 140
Categories
Short description:
Offers econometrics for finance students with no prior knowledge of the field. Includes case studies, examples and extensive online support.
MoreLong 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 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.
'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
Table of Contents:
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.
More
Introductory Econometrics for Finance
Subcribe now and receive a favourable price.
Subscribe
26 312 HUF
Multidisciplinary Applications and Advances in Biotechnology: Contributions from the Biotechnology Society of Nigeria Working Groups, Six-Volume Set
Subcribe now and receive a favourable price.
Subscribe
417 532 HUF
Diary of a Wimpy Kid: Diper Överlöde (Book 17)
Subcribe now and receive a favourable price.
Subscribe
4 043 HUF
MEI A Level Mathematics Year 2 4th Edition
Subcribe now and receive a favourable price.
Subscribe
18 219 HUF
The Facet Information Science Collection
Subcribe now and receive a favourable price.
Subscribe
311 251 HUF
KUNTH Feste feiern, wie sie fallen: Eine bunte Weltreise zu Festivals und Partys
Subcribe now and receive a favourable price.
Subscribe
12 704 HUF
Questionnaires in Second Language Research: Construction, Administration, and Processing
Subcribe now and receive a favourable price.
Subscribe
18 214 HUF
Discovering Cybersecurity: A Technical Introduction for the Absolute Beginner
Subcribe now and receive a favourable price.
Subscribe
24 959 HUF
