[R-SIG-Finance] Financial Econometrics

[Shane Conway]

I recommend:

* Kennedy: "A Guide to Econometrics"
* Greene: "Econometric Analysis"


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Thanks, and are these book about traditional econometrics or time series?

Maybe it's just a illusion to find some econometrics on finance without ts...

HC

> -----Original Message-----
> From: markleeds at verizon.net [mailto:markleeds at verizon.net]
> Sent: Monday, September 15, 2008 10:57 PM
> To: Hsiao-nan Cheung
> Subject: RE: [R-SIG-Finance] Financial Econometrics
>
> authors of texts  are below but i don't know the text names off the top
> of my head.
>
> tsay
> zivot and wang
> hayashi
> mckinlay & lo
> gueriorox and monfort
> stephen taylor  ( out of print )
>
>
> On Mon, Sep 15, 2008 at 10:03 AM, Hsiao-nan Cheung 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]]
> >
> >
> >
> >      ------------------------------
> >
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