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Introductory Econometrics for Finance Paperback – 2 May 2014

4.5 out of 5 stars 23 customer reviews

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Product details

  • Paperback: 740 pages
  • Publisher: Cambridge University Press; 3 edition (2 May 2014)
  • Language: English
  • ISBN-10: 1107661455
  • ISBN-13: 978-1107661455
  • Product Dimensions: 19 x 3.1 x 24.7 cm
  • Average Customer Review: 4.5 out of 5 stars 23 customer reviews
  • Amazon Bestsellers Rank: 166,678 in Books (See Top 100 in Books)
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Review

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

'… there is an ever greater need for a textbook like this that applies relevant econometric topics to the field of finance. The book explains difficult concepts in a clear and easily understandable way, with plenty of real-world practical illustrations. A particularly welcome feature, and extremely helpful to students, is the use of examples with computer printouts on how to estimate models using the Eviews software. I highly recommend it.' Bruce Morley, University of Bath

'… essential reading for my courses in both applied and financial econometrics. The topics cut across both the conventional and the modern. The exploration of the subject matter is in-depth and reflective of both rigour and simplicity.' Tapas Mishra, Swansea University

'The book adopts an extremely reader-friendly approach to discuss a challenging field.' Nikolaos Voukelatos, Kent Business School

'This excellent book provides practical econometric solutions for empirical finance. It is an ideal textbook for introductory courses on financial econometrics …' Minjoo Kim, Adam Smith Business School, University of Glasgow

Book Description

This best-selling textbook is a complete resource for finance students. The third edition has been updated with new data, extensive examples and EViews tutorials. Improved student support includes a new chapter on the basic mathematics underlying econometrics, further reading and a website with freely available student and instructor resources.

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