This book develops introductory econometrics specifically for Finance students at the level of specialist Masters programmes and final year undergraduates. The book aims to integrate finance and econometrics featuring models and econometric techniques that will have immediate practical impact for empirical research in Finance. Coverage includes modeling financial returns and volatility, and the development of progressive research strategies which show how a current model's failings can be detected and improved upon. Readers will be able to apply their research to financial models in the real world, aiding and assuring decision-making.
- ISBN10 0470023074
- ISBN13 9780470023075
- Publish Date 16 September 2005
- Publish Status Cancelled
- Publish Country GB
- Publisher John Wiley and Sons Ltd
- Imprint John Wiley & Sons Ltd
- Format Paperback
- Pages 448
- Language English