Financial Econometrics

Author: Zou Ping
Publisher:
Publish Date: 2005-08-01
Features: Financial Econometrics is an important branch of econometrics, primarily focusing on how the fundamental principles and methods of econometrics are applied to the financial field. It constructs relevant models tailored to the of financial data to empirically test financial theories and hypotheses or provide economic and financial forecasts. It is an undeniable fact that the study of finance has long taken the path of quantitative analysis, and financial econometrics has become an important learning content within the field of finance. This book is the result of the author's many years of teaching financial econometrics in higher education, combining teaching experiences and insights. There are already numerous similar books available domestically, and the unique feature of this book lies in its emphasis on training empirical skills. While ensuring the completeness of theoretical introductions and explanations, it briefly explains the operations of two renowned econometric software packages, Eviews and Microfit. With the help of cases and data in each chapter, it focuses on introducing specific practices of empirical analysis, including the writing of empirical articles, aiming to assist readers in improving their quantitative analysis skills in economics and finance.