[R-SIG-Finance] Financial Econometrics

[Eric Zivot]

Depends on the level of your students. Are these Phd students, MBA students,
undergrads, in the US or outside? What is the course title? Without this
information, any recommendation is essentially useless.

There are many excellent Phd level books and a few good applied books for
MBA students and advanced undergrads. 

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Gabor
Grothendieck
Sent: Monday, September 15, 2008 7:45 AM
To: Hsiao-nan Cheung
Cc: R-SIG-FINANCE
Subject: Re: [R-SIG-Finance] Financial Econometrics

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
>
>
>
>
>
>
>        [[alternative HTML version deleted]]
>
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list 
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>

_______________________________________________
R-SIG-Finance at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.