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Financial Econometrics by Roman Kozhan
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Financial Econometrics
by Roman Kozhan
Publisher: BookBoon 2009
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.