[R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications

[Brian G. Peterson]

Michael wrote:
> Hi all,
> 
> Please recommend good books for the following three categories. (I am
> aim at finance, macroeconomics, trading and business applications).
> 
> (1) statistical (financial) data analysis;
> (2) time series;
> (3) econometrics.
> 
> More specifically, I am looking for the following two types of books:
> 
> (1) Books that provide big pictures and intuitions and books that
> connect dots...
> 
> For example, there are lots of statistics books(e.g. regression,
> etc.), time series, and econometrics books, many of them are quite
> mathematical. I am myself from a quantitative background so I don't
> have problem understanding the math, however I am looking for
> resources that provide big pictures and intuitions and books that
> connect dots together, books that compare the differences and
> similarities and books that talks about why and how (e.g. why ARMA,
> why "log", why GARCH, etc. ) and books talk about when things get
> wrong and why and how to fix...
> 
> (2) Books with meaningful finance, macroeconomics, trading and
> business applications.

This topic, in almost exactly the same request, comes up frequently on 
this list.  I suggest that you search the list archives.

Regards,

     - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock