Logo

Financial Econometrics by Roman Kozhan

Small book cover: Financial Econometrics

Financial Econometrics
by

Publisher: BookBoon
ISBN-13: 9788776814274
Number of pages: 116

Description:
The aim of this textbook is to provide a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews. This book is written as a compendium for undergraduate and graduate students in economics and finance.

Home page url

Download or read it online for free here:
Download link
(4MB, PDF)

Similar books

Book cover: Studies in Econometric MethodStudies in Econometric Method
by - J. Wiley and Sons
Econometrics is a branch of economics in which economic theory and statistical methods are fused in the analysis of numerical data. The studies in this volume discuss in an expository style some problems of statistical method in econometrics.
(8702 views)
Book cover: Applied Nonparametric RegressionApplied Nonparametric Regression
by - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
(21191 views)
Book cover: Production Economics: A Dual Approach to Theory and ApplicationsProduction Economics: A Dual Approach to Theory and Applications
by - North-Holland
Chapters: Cost, Revenue, and Profit Functions; Symmetric Duality and Polar Production Functions; Applications of Profit Functions; General Linear Profit Function; Duality, Intermediate Inputs and Value-Added; Hick's Aggregation Theorem; etc.
(7446 views)
Book cover: Analog Estimation Methods in EconometricsAnalog Estimation Methods in Econometrics
by - Chapman and Hall
This book presents familiar elements of estimation theory from an analog perspective. It discusses recent developments in the theory of analog estimation and presents new results that offer flexibility in empirical research.
(6409 views)