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: Demand Model Estimation and ValidationDemand Model Estimation and Validation
by - University of California
From the table of contents: Theory and Estimation of Behavioral Travel Demand Models; Development, Testing, and Validaton of a Work-Trip Mode-Choice Model; Modeling Choices Other than Work-Trip; Issues in Demand Modeling and Forecasting.
(7719 views)
Book cover: Dynamic Economics: Theoretical and Statistical Studies of Demand, Production and PricesDynamic Economics: Theoretical and Statistical Studies of Demand, Production and Prices
by - Principia Press
Contents: Static Versus Dynamic Economics; Demand for Consumer Goods; Automotive Demand for Gasoline; Demand for Agricultural Products; Demand for Capital Goods; Factors Influencing Residential Building; Growth and Decline of Industry; etc.
(7075 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.
(7084 views)
Book cover: Mechanism Design and ApproximationMechanism Design and Approximation
by
The text presents the classical theory of economic mechanism design and introduces a new theory of approximation for mechanism design. A central theme will be the tradeoff between optimality and other desirable properties such as simplicity, etc.
(3736 views)