[R-SIG-Finance] Financial Econometrics

Gabor Grothendieck ggrothendieck at gmail.com
Mon Sep 15 16:45:26 CEST 2008


Check out the FinTS package on CRAN (and associated book).

On Mon, Sep 15, 2008 at 10:03 AM, Hsiao-nan Cheung <niheaven at hotmail.com> wrote:
> Hi,
>
>
>
> I¡¯ll be a assistant professor on econometrics in the following term. Since
> the students are mainly of dept. of finance, my professor want the teaching
> materials be about finance and not about macroeconomics. Is there any good
> books about financial econometrics (not something about time series
> analysis)? Something by examples is the best.
>
>
>
> Thanks
>
>
>
> Hsiao-nan Cheung
>
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