金融计量经济学导论第4版英文原版教材 实证金融案例分析

报告摘要

Bestselling textbook for finance students. Comprehensive coverage of empirical approaches, detailed case studies, learning outcomes, and end-of-chapter review questions. This 4th edition includes new examples, introductory math, extreme value theory, GMM, and state space models. 891 pages with companion software manuals.

📋 核心要点(部分)

1. 数学基础
2. 数据处理
3. 经典线性回归
4. 时间序列分析
5. 波动率建模
6. 极值理论