RATS Handbook to Accompany Introductory Econometrics for Finance
Author:   Chris Brooks (City University London)
Publisher:   Cambridge University Press
ISBN:  

9780511814082


Publication Date:   05 June 2012
Format:   Undefined
Availability:   Available To Order   Availability explained
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RATS Handbook to Accompany Introductory Econometrics for Finance


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Author:   Chris Brooks (City University London)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press (Virtual Publishing)
ISBN:  

9780511814082


ISBN 10:   0511814089
Publication Date:   05 June 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Undefined
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Table of Contents

Preface; 1. Introduction; 2. The classical linear regression model; 3. Further development and analysis of the classical linear regression model; 4. Diagnostic testing; 5. Formulating and estimating ARMA models; 6. Multivariate models; 7. Modelling long-run relationships; 8. Modelling volatility and correlation; 9. Switching models; 10. Panel data; 11. Limited dependent variable models; 12. Simulations methods; References; Index.

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Author Information

Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, UK, where he also obtained his PhD. He has published over 60 articles in leading academic and practitioner journals including the Journal of Business, the Journal of Banking and Finance, the Journal of Empirical Finance, the Review of Economics and Statistics and the Economic Journal. He is associate editor of a number of journals including the International Journal of Forecasting. He has also acted as consultant for various banks and professional bodies in the fields of finance, econometrics and real estate.

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