Econometric methods of analysis and forecasting of financial markets (Эконометрические методы анализа и прогноза финансовых рынков)

Аннотация

In the modern scientific research econometrics plays a great role. We can’t imagine any outstanding economic paper or research project without empirical analysis or forecast. Econometrics as a tool could be applied in any field of economics towards wide range of problems and relations. From this book you will learn the main econometric tools and methods of analysis and forecasting in the field of finance. Every financial analyst should understand not only the financial processes, but also how to work with it, analyze and make a forecast. This book will help the second year Master students to find out the main aspects of financial analysis, underlying problems and methods of estimation.