Introduction to financial econometrics and statistics

Abstract

The main purposes of this introduction chapter are (i) to discuss important financial econometrics and statistics which have been used in finance and accounting research and (ii) to present an overview of 98 chapters which have been included in this handbook. Sections 1.2 and 1.3 briefly review and discuss financial econometrics and statistics. Sections 1.4 and 1.5 discuss application of financial econometrics and statistics. Section 1.6 first classifies 98 chapters into 14 groups in accordance with subjects and topics. Then this section has classified the keywords from each chapter into two groups: finance and accounting topics and methodology topics. Overall, this chapter gives readers of this handbook guideline of how to apply this handbook to their research.​