[R-SIG-Finance] Financial Econometrics

[Xiaochen Sun]

Maybe David Ruppert's , "Statistics and Finance An Introduction" , http://www.amazon.com/Statistics-Finance-Introduction-David-Ruppert/dp/0387202706
 

________________________________

From: r-sig-finance-bounces at stat.math.ethz.ch on behalf of Tobias Verbeke
Sent: Mon 15/09/2008 16:46
To: Hsiao-nan Cheung
Cc: R-SIG-FINANCE
Subject: Re: [R-SIG-Finance] Financial Econometrics



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

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