[R-SIG-Finance] Financial Econometrics

[Washington Santos da Silva]

  Another option:

 Introductory Econometrics for Finance
 Chris Brooks
http://www.cambridge.org/catalogue/catalogue.asp?isbn=9780521790185&ss=res

 Washington S. Silva


> I recommend:
> 
> * Kennedy: "A Guide to Econometrics"
> * Greene: "Econometric Analysis"
> 
> 
> ------------------------------
> 
> 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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