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  3. Introductory Econometrics for Finance
  • This product has been replaced by a new edition ISBN 9781108524872
  • This book is no longer available to purchase from Cambridge Core
  • Cited by 308
Publisher:
Cambridge University Press
Online publication date:
August 2018
Print publication year:
2014
Online ISBN:
9781139540872
DOI:
https://doi.org/10.1017/CBO9781139540872
Subjects:
Economics, Econometrics and Mathematical Methods, Finance and Accountancy
Information

Book description

This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. 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. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

Reviews

Review of previous edition:'Very comprehensive, and it does a sound job of covering the territory.'

Source: The Times Higher Education Supplement

'… there is an ever greater need for a textbook like this that applies relevant econometric topics to the field of finance. The book explains difficult concepts in a clear and easily understandable way, with plenty of real-world practical illustrations. A particularly welcome feature, and extremely helpful to students, is the use of examples with computer printouts on how to estimate models using the Eviews software. I highly recommend it.'

Bruce Morley - University of Bath

'… essential reading for my courses in both applied and financial econometrics. The topics cut across both the conventional and the modern. The exploration of the subject matter is in-depth and reflective of both rigour and simplicity.'

Tapas Mishra - Swansea University

'The book adopts an extremely reader-friendly approach to discuss a challenging field.'

Nikolaos Voukelatos - Kent Business School

'This excellent book provides practical econometric solutions for empirical finance. It is an ideal textbook for introductory courses on financial econometrics …'

Minjoo Kim - Adam Smith Business School, University of Glasgow

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