[R-SIG-Finance] Financial Econometrics

[Tobias Verbeke]

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.

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

http://www.springer.com/economics/econometrics/book/978-0-387-77316-2

HTH,
Tobias