Introduction to Financial Econometrics

Introduction to Financial Econometrics 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 econom

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  • Title: Introduction to Financial Econometrics
  • Author: Mark Salmon
  • ISBN: 9780470023075
  • Page: 262
  • Format: Paperback
  • 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 aThis 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.

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