Now showing items 1-20 of 27

    • Analysis of financial data 

      Koop, Gary (John Wiley & Sons, Ltd, 2006)
      Analysis of financial data teaches the basic methodsand techniques of data analysis to finance students, by showingthem how to apply such techniques in the context of real-worldempirical problems.
    • Analysis of financial time series 

      Tsay, Ruey S. (John Wiley & Sons, Inc., 2010)
      This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and ...
    • Applied econometrics with R 

      Kleiber, Christian; Zeileis, Achim (Springer, 2008)
      This is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of econometric models, from classical linear regression models for ...
    • Basic econometrics 

      Gujarati, Damodar N.; Porter, Dawn C. (McGraw-Hill, 2009)
    • Basic econometrics 

      Gujarati, Damodar N. (McGraw-Hill, 2004)
    • Econometric analysis 

      Greene, William H. (Pearson, 2018)
      This book presents this ever-growing area at an accessible level. The book first introduces readers to basic techniques, a rich variety of models, and underlying theory that is easy to put into practice. It then presents ...
    • Econometrics for financial applications 

      Ly, H. Anh (editor); Le, Si Dong (editor); Kreinovich, Vladik (editor); Nguyen, Ngoc Thach (editor) (Springer, 2018)
      This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of ...
    • Essays in economics and econometrics 

      Finlay, Richard ([University of New South Wales], 2015)
      The body of this thesis consists of three published papers written while enrolled in a PhD; in addition, two published papers completed while enrolled in a Master of Economics are included in an appendix. Of the five papers, ...
    • Essentials of econometrics 

      Gujarati, Damodar N.; Porter, Dawn C. (McGraw-Hill, 2010)
      The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to ...
    • Financial Data Science: the Birth of a New Financial Research Paradigm Complementing Econometrics? 

      Brooks, Chris; Hoepner, Andreas G. F.; McMillan, David; Vivian, Andrew; Simen, Chardin Wese (The European Journal of Finance, 2019)
    • Financial econometrics : models and methods 

      Linton, Oliver (Cambridge University Press, 2019)
      This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering ...
    • Financial econometrics, mathematics and statistics : theory, method and application 

      Cheng-Few, Lee; Hong-Yi, Chen; John, Lee (Springer, 2019)
      This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics ...
    • Handbook of financial econometrics, mathematics, statistics, and machine learning 

      Lee, Cheng-Few (editor); Lee, John C. (editor) (World Scientific, 2020)
      "This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate ...
    • Introduction to econometrics 

      Stock, James H.; Watson, Mark W. (Pearson, 2020)
      This book maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are ...
    • Introduction to econometrics 

      Dougherty, Christopher (Oxford University Press, 2007)
      Introduction to Econometrics provides an introduction to econometrics using analytical and intuitive methods of the classical linear regression model. Mathematical notation is kept simple and step-by-step explanations of ...
    • Introduction to time series and forecasting 

      Brockwell, Peter J.; Davis, Richard A. (Springer, 2016)
      This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic ...
    • Introductory econometrics 

      Dhrymes, Phoebus (Springer, 2017)
      This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the ...
    • Introductory econometrics : a modern approach 

      Wooldridge, Jeffrey M. (Cengage Learning, 2020)
      Unlike traditional texts, this book's practical, yet professional, approach demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions across a variety of ...
    • Introductory econometrics for finance 

      Brooks, Chris (Cambridge University Press, 2019)
      A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes ...
    • Introductory econometrics for finance : R guide to accompany 

      Wichmann, Robert; Brooks, Chris (Cambridge University Press, 2019)
      This free software guide for R with freely downloadable datasets brings the econometric techniques to life, showing readers how to implement the approaches presented in Introductory Econometrics for Finance using this ...