Economic and Financial Modelling with EViews

Chapter 1: Introduction to eviews.- Chapter 2: A guideline for running regression.- Chapter 3: Time series analysis.- Chapter 4: Time series modelling.- Chapter 5: Further properties of time series.- Chapter 6: Economic forecasting.- Chapter 7: The box-jenkins methodology: arima forecasting.- Chapter 8: Modelling volatility in finance and economics - arch, garch and egrach models.- Chapter 9: Limited dependent variable models.- Chapter 10: Vector autorgressive models.- Chapter 11: Panel data analysis.- Chapter 12: Captial asset pricing model (capm).- Chapter 13: Event studies.

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• Econometria
• Probabilidade e Estatística
• Finança das empresas

one variable analysis;inference statistics;random variables;two-variable analysis correlation;covariance;regression;time series;autoregressive models;risk assessment;volatility models;dummy variables;quantitative finance