Financial Econometrics Tutorial (New Century University Series Textbooks for Securities and Futures Professionals)

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 as its main thread. It intersperses introductions to financial market theories, demonstrating how each financial theory employs various quantitative tools for empirical testing, thereby closely linking quantitative techniques with financial theories. In terms of content, it covers multiple aspects of quantitative techniques, such as regression models and time series analysis, while basically encompassing most common topics in financial theory and empirical research. Additionally, it separately introduces the two core theoretical pillars of financial markets—asset pricing and market efficiency hypotheses—and includes discussions on empirical research in macrofinance. The book is divided into seven chapters, with numerous financial-related theoretical and empirical cases interspersed throughout, making it another distinctive feature. At the end of the book, there are sections for review and reflection to help students reinforce their learning.