Financial Econometrics Tutorial

Author: Zhang Xueying / Jin Dehuan (editors)
Publisher:
Publish Date: 2005-07-01
Features: This book is one of the "New Century University Series Textbooks for Securities and Futures Professionals," with a focus on quantitative techniques and tools. It interweaves introductions to financial market theories, demonstrating how each financial theory employs various quantitative tools for empirical testing, thereby closely linking quantitative techniques with financial theory. In terms of content, it covers multiple aspects of quantitative techniques, including regression models and time series analysis, while basically encompassing most common topics in financial theory and empirical research. It also separately introduces two core theoretical pillars of financial markets: asset pricing and market efficiency hypotheses. Additionally, it includes discussions on empirical research in macrofinance. The book is divided into seven chapters, featuring numerous financial theory and empirical case studies throughout. At the end of each chapter, there are "Reading and Reflection" sections to facilitate students' review and consolidation of knowledge.