TAILIEUCHUNG - Lecture Introductory Econometrics for Finance: Chapter 2 - Chris Brooks

Chapter 2 - Mathematical and statistical foundations. This chapter presents the following content: Straight lines, plot of hours studied against mark obtained, quadratic functions, the roots of quadratic functions, calculating the roots of quadratics, manipulating powers and their indices, logarithms, how do logs work?,.and other contents. | ‘Introductory Econometrics for Finance’ © Chris Brooks 2013 Chapter 2 Mathematical and Statistical Foundations Introductory Econometrics for Finance Copyright 2002, Chris Brooks ‘Introductory Econometrics for Finance’ © Chris Brooks 2013 Functions A function is a mapping or relationship between an input or set of inputs and an output We write that y, the output, is a function f of x, the input, or y = f(x) y could be a linear function of x where the relationship can be expressed on a straight line Or it could be non-linear where it would be expressed graphically as a curve If the equation is linear, we would write the relationship as y = a + bx where y and x are called variables and a and b are parameters a is the intercept and b is the slope or gradient Introductory Econometrics for Finance Copyright 2002, Chris Brooks ‘Introductory Econometrics for Finance’ © Chris Brooks 2013 Straight Lines The intercept is the point at which the line crosses the y-axis Example: .

• Kinh tế học
• Econometrics for Finance
• Introductory Econometrics for Finance
• Regression model
• Purpose of econometrics
• Straight lines
• Statistical foundations
• Econometric model
• Financial modelling
• Classical linear regression model
• Regression analysis
• Multiple linear regression
• Statistical distributions
• Univariate time series modelling
• Stochastic processes
• Multivariate models
• Simultaneous equations models
• Modelling long run relationship
• Stochastic non stationarity
• Modelling volatility
• GARCH models
• Switching models
• Switching behaviour
• Panel data
• Fixed effects models
• Limited dependent variable models
• Linear probability model
• Simulation methods
• Random number generation
• Empirical research project
• Research project
• Financial data