Introductory Econometrics for Finance
Edition: 2Rev Ed edition
Publisher: Cambridge University Press
Published: April 1, 2008
Format: Hardcover
ISBN-13: 9780521873062
Subjects: Finance & Accounting
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.