Introductory Econometrics For Finance

I cant exactly review the whole book because I haven't read it all..... but chapter 5 and 7.1 helped me tremendously in a financial econometrics subject. What the lecturer covered in 6 weeks, chris brooks covers in 1 chapter and a little bit that's even greater detail. Definitions, examples, and can follow the discussion a lot easier by telling you exactly what you need to know that's not too simple yet not to detailed. Especially since the assignment required us to complete ARIMA modelling in eviews, this book almost does it for you. I must have a bad lecturer, because her notes were all over the place, no structure at all and the subject was made a lot harder than it really was. I will get to reading more of the book very soon...but for now can only say good things about it

I think this book is a terrific introduction to econometrics for Finance applications. I believe that Ph.D. students should take a two course sequence from more traditional econometrics texts - for example, Judge, Hill , Griffith. But an applied financial econometrics class from this text would be extremely valuable. I plan on teaching from it at the Master's level and have lent it to strong undergrads. I think an MS in Finance program would benefit from a mandatory course from this text.

This is a great book, but it could be better if he had more visuals for the things he talks about, like the screens and steps in Eviews. There are a lot of those, but there are places where he could add even more. Also, there are frequent times when he talks about things and leaves out intermediate steps, assuming we know everything he is thinking and knows. But it is very detailed and I am learning a lot. I got a bachelor's degree in economics from a top university but never had one class in econometrics. Go figure! This will help me in my career for sure. I just wish the book came with an accompanying CD with all the data he uses so I could follow along in the lessons by "doing" rather than just reading. Also, it's kind of disheartening when you read a few paragraphs and then he says "but this isn't really used in practice" or "this isn't practical" or "this isn't the best way to do this, a better way would be to..." or "this method has proven to be useless." There are also several points he makes where he says "but further details are beyond the scope of this book." I understand that, but it just makes me wish he would expand upon those points.

Complex concepts of Econometrics explained in simple words. A great book to keep in your self whenever you need it, as a student or as professional.

The book provides a solid foundation In financial econometrics. The concepts and theory are reinforced with plenty of examples in finance. Therefore it is very practical for me In solving real-world financial problems.

Great introduction to econometric methods in finance. Summaries of important papers provide a useful link between methodology and results. The language is accessible to non econometricians. This book can be used in courses for advanced undergraduate students and is a good reference for those interested in applied econometric methods.

A good book.

it is the book i was looking for, it has all the specific topics about econometrics which help me a lot in college. and the chapter about simulation is really good

I used this during my MSc in Financial Engineering as supplementary reading for the Financial Econometrics course (it isn't on the reading list). It's (far?) too basic/not rigorous enough for that level but I found myself reading the relevant sections prior to studying the course material as it did a good job of placing things in context and placing them in the closest approximation to english I've seen in any book with "Econometrics" on the front cover. I wasn't a big fan of some of the software sections but that's just an R fan looking down his nose at anything else. R in a Nutshell (In a Nutshell (O'Reilly))

This is simply the best introductory econometrics book for finance students. It is extremely well written, covers a wide range of applications, and provides many examples. In addition to that, the book also gives you a great introduction to ... Eviews! I learned more about the software in this book than in other dedicated references. Recommendation: Strong buy!

Die erste Ausgabe des Buches erschien 2002. Es entwickelte sich sehr schnell zum Standard-Lehrbuch für praktisch orientierte Finanztheorie Kurse. "Sales of the first edition of this book surpassed expectations (at least those of the author). Almost all of those who have contacted the author seem to like the book, and while other textbooks have been published since that date in the broad area of financial econometrics, none is really at the introductory level". Der Autor verspricht, dass er diesen Anspruch auch in der 2ten Auflage (erschienen 2007) beibehalten wird. Er hat dieses Versprechen eingehalten. Es ist sicherlich ein didaktisch gut gemachtes und praktisch orientiertes Werk. Für meinen Geschmack ist es trotzdem etwas veraltert. Das liegt primär an der verwendeten Software EViews. Ein heutiges Buch müsste R verwenden. R ist in meinen Augen wesentlich flexibler, eleganter als EViews. Der Autor beschreibt in jedem Kapitel eine statistische Methode. Die konkrete Berechnung und auch die Schätzung von Parametern läuft aber dann im Wesentlichen auf EViews-Bildl-Anklickn hinaus. Man könnte das Buch auch als eine Art erweitertes EViews Handbuch bezeichnen. Persönlich bin ich kein Bildl-Anklick-Fan. Aber es gibt viele Benutzer die lieber Bildl-Anklicken als mit einer High-Level Programmiersprache wie R zu operieren. Ich habe mir das Buch primär wegen der Kapitel über GARCH- und Hidden-Markov-Modelle gekauft. Diese Kapitel sind für ein Einstiegs-Buch relativ anspruchsvoll. Für meinen Geschmack hätte es detailliert und anspruchsvoller sein können. Allerdings war ich in den letzten Tagen sehr froh, dass ich das Buch zu Hause hatte. Ich lag mit einer heftigen Grippe in Bett. Für hard-core Statistik war mir da eh nicht zumute. Für das Vertreiben der fiebrigen Langeweile tat es einen ausgezeichneten Dienst. Trotz der Einwände: Wer einen guten ersten Einstieg sucht, ist mit diesem Buch bestens bedient.

Good review on OLS. EView section is excellent. There are dense section at times but it's readable. I like it.

Sì perfetto xD grazie mille ^_^ Non ho avuto alcun tipo di problema ne alcun tipo di delusione xD cmq avete svolto un ottimo lavoro xD