Download free books at BookBooN.com, 2010. -119 pages
ISBN 978-87-7681-427-4The aim of this textbook is to provide a step-by-step guide to financial econometrics
using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews.
This book is written as a compendium for undergraduate and graduate stu dents in economics and finance. It also can serve as a guide for researchers and practitioners who desire to use EViews for analysing financial data. This book may be used as a textbook companion for graduate level courses in time series analysis, empirical finance and financial econometrics.
It is assumed that the reader has a basic background in probability theory and
mathematical statistics.
