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Introductory Econometrics for Finance notes (1st edition)
Chris Brooks - ISBN: 9781107661455
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View all 14 notes for Introductory Econometrics for Finance, written by Chris Brooks. All Introductory Econometrics for Finance notes, flashcards, summaries and study guides are written by your fellow students or tutors. Get yourself a Introductory Econometrics for Finance summary or other study material that matches your study style perfectly, and studying will be a breeze.
Best selling Introductory Econometrics for Finance notes
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything wha...
- Summary
- • 6 pages •
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything wha...
Here is a summary of the above models. The explanation is taken from the class. This summary contains everything what we talked about in terms of interpretation, estimation, and diagnostic checks. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
- Summary
- • 15 pages •
Here is a summary of the above models. The explanation is taken from the class. This summary contains everything what we talked about in terms of interpretation, estimation, and diagnostic checks. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
This is the summary of forecasting with GARCH and Value at Risk. The summary contains an explaination of the derivation of the GARCH model, evaluation of volatility forecast, value at risk, testing the VaR, how to judge if the VaR is correct, an example of the model, and the criticism. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can fin...
- Summary
- • 12 pages •
This is the summary of forecasting with GARCH and Value at Risk. The summary contains an explaination of the derivation of the GARCH model, evaluation of volatility forecast, value at risk, testing the VaR, how to judge if the VaR is correct, an example of the model, and the criticism. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can fin...
Basic analysis of statistical data including regression analysis and descriptive statistics.
- Essay
- • 5 pages •
Basic analysis of statistical data including regression analysis and descriptive statistics.
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Newest Introductory Econometrics for Finance summaries
Here are the exercises from Chapter 3 and 4 together with their solutions.
- Answers
- • 10 pages •
Here are the exercises from Chapter 3 and 4 together with their solutions.
Summary of the book Introductory Econometrics for Finance. The chapters from the course schedule of Empirical Finance.
- Summary
- • 23 pages •
Summary of the book Introductory Econometrics for Finance. The chapters from the course schedule of Empirical Finance.
Summary of the 1st lecture, week 1. It includes explanations of the Dummy variables and interactions, visualisation of interaction effects, R-squared, Adjusted R-Square, Multicollinearity, interpretation of the entire Stata table, interpretation of the sign of the coefficients, p-values, t-values, and standard errors, Root MSE, and the F-test. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps al...
- Summary
- • 14 pages •
Summary of the 1st lecture, week 1. It includes explanations of the Dummy variables and interactions, visualisation of interaction effects, R-squared, Adjusted R-Square, Multicollinearity, interpretation of the entire Stata table, interpretation of the sign of the coefficients, p-values, t-values, and standard errors, Root MSE, and the F-test. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps al...
Basic analysis of statistical data including regression analysis and descriptive statistics.
- Essay
- • 5 pages •
Basic analysis of statistical data including regression analysis and descriptive statistics.
Do you have documents that match this book? Sell them and earn money with your knowledge!
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