Financial Econometrics (Credit Management Series Textbooks)

Author: Zou Ping (Compiler)
Publisher:
Publish Date: 2005-08-01
Features: Financial Econometrics is an important branch of econometrics, primarily focusing on how to apply the fundamental principles and methods of econometrics to the financial field. It constructs relevant models targeting the special characteristics 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 essential learning component of finance. This book is the result of the author's many years of teaching financial econometrics in higher education, combined with teaching experiences and insights. Although there are already numerous similar books available domestically, 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.