Introductory Econometrics for Finance
Edition: 1st edition
Publisher: Cambridge University Press
Published: July 15, 2002
Language: eng
Format: Hardcover
Number of pages: 400
ISBN-13: 9780521790185
Subjects: Econometrics; Economics - General; Business/Economics; Business & Economics; Business / Economics / Finance; Finance; Accounting - General; Business & Economics / Econometrics; Finance--Econometric models; Econometric models
First sentence: This chapter sets the scene for the book by discussing in broad terms the questions of what is econometrics, and what are the 'stylised facts' describing financial data that researchers in this area typically try to capture in their models.