Cartea la econometrie "Introductory.Econometrics.for.Finance." - Rusu Viorica

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Introduction 1 1.1 What is econometrics? 1 1.2 Is financial econometrics different from ‘economic econometrics’? 2 1.3 Types of data 3 1.4 Returns in financial modelling 7 1.5 Steps involved in formulating an econometric model 9 1.6 Points to consider when reading articles in empirical finance 10 1.7 Econometric packages for modelling financial data 11 1.8 Outline of the remainder of this book 22 1.9 Further reading 25 Appendix: Econometric software package suppliers