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Introductory Econometrics for Finance Paperback – 22 May 2008

4.7 out of 5 stars 24 customer reviews

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Paperback, 22 May 2008
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Product details

  • Paperback: 672 pages
  • Publisher: Cambridge University Press; 2 edition (22 May 2008)
  • Language: English
  • ISBN-10: 052169468X
  • ISBN-13: 978-0521694681
  • Product Dimensions: 17.4 x 3.4 x 24.7 cm
  • Average Customer Review: 4.7 out of 5 stars  See all reviews (24 customer reviews)
  • Amazon Bestsellers Rank: 194,309 in Books (See Top 100 in Books)
  • See Complete Table of Contents

Product Description

Review

'Very comprehensive, and it does a sound job of covering the territory.' The Times Higher Education Supplement

Book Description

This best-selling introduction to econometrics is specifically written for finance students. The new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts.

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4.7 out of 5 stars
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Top Customer Reviews

Format: Paperback
Excellent book. If you never dealt with econometrics before - this is the best starting point. Author develops intuition - not just states and proves formulas. Highly recommend. This is the only book in econometrics which got me interested in the subject.
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Format: Paperback
This was my coursebook of financial econometrics at Financial Engineering master program in Bogazici University. Chris's Book is one of the best in financial econometrics. Detailed but clear explanations to the hard concepts. The web site of this book is also very beneficial.
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Format: Paperback
Good for beginners in the econometrics as well as for more advanced researchers. The material is coherent and well presented.
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If you have a strong mathematical background you would be much better off reading "Statistics and Data Analysis for Financial Engineering" by Ruppert and Matteson. This book is written for those people who have little to no understanding of mathematics or statistics and as a result is very wordy. It also uses EViews which is not widely used in industry, unlike Ruppert's and Mattensons's book which uses R and which is widely used.
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Just the one I want and it is a very good book for econometric, especially for the beginners. The quality is good too.
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The contents are excellent and this book is suitable for graduate and postgraduate students study independently. Highly recommend! Good quality!
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Book in good state and it arrived in time
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Very detailed and explanatory content
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