R Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019

114 Pages Posted: 19 Oct 2019 Last revised: 27 Oct 2019

See all articles by Robert Wichmann

Robert Wichmann

ICMA Centre, University of Reading

Chris Brooks

University of Bristol - School of Economics, Finance and Management

Date Written: October 1, 2019

Abstract

This free software guide for R with freely downloadable datasets brings the econometric techniques to life, showing readers how to implement the approaches presented in Introductory Econometrics for Finance using this highly popular software package. Designed to be used alongside the main textbook, the guide will give readers the confidence and skills to estimate and interpret their own models while the textbook will ensure that they have a thorough understanding of the conceptual underpinnings.This guide draws on material from ‘Introductory Econometrics for Finance’, published by Cambridge University Press, Chris Brooks (2019). The Guide is intended to be used alongside the book, and page numbers from the book are given after each section and subsection heading.

Keywords: Econometrics

JEL Classification: C01

Suggested Citation

Wichmann, Robert and Brooks, Chris, R Guide to Accompany Introductory Econometrics for Finance (October 1, 2019). Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019, Available at SSRN: https://ssrn.com/abstract=3466882

Robert Wichmann (Contact Author)

ICMA Centre, University of Reading ( email )

ICMA Centre, Whiteknights Campus
Shinfield Road
Reading, Berkshire RG6 6BA
United Kingdom
+44 118 378 8239 (Phone)

HOME PAGE: http://www.icmacentre.ac.uk

Chris Brooks

University of Bristol - School of Economics, Finance and Management ( email )

School of Accounting and Finance
15-19 Tyndalls Park Road
Bristol, BS8 1PQ
United Kingdom

Do you have negative results from your research you’d like to share?

Paper statistics

Downloads
3,803
Abstract Views
7,502
Rank
5,058
PlumX Metrics