[R-SIG-Finance] Financial Econometrics

Tobias Verbeke tobias.verbeke at gmail.com
Mon Sep 15 17:46:17 CEST 2008


> 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.

Could the book 'Applied Econometrics with R' by Christian Kleiber and
Achim Zeileis be useful ?



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