Introductory Econometrics for Finance

by Chris Brooks

Book Overview

A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 052179367X
• ISBN13: 9780521793674
• Release Date: September 2002
• Publisher: Cambridge University Press
• Length: 728 Pages
• Weight: 3.10 lbs.
• Dimensions: 1.7" x 6.8" x 9.8"

Customer Reviews

BIG lifesaver

I cant exactly review the whole book because I haven't read it all..... but chapter 5 and 7.1 helped me tremendously in a financial econometrics subject. What the lecturer covered in 6 weeks, chris brooks covers in 1 chapter and a little bit that's even greater detail. Definitions, examples, and can follow the discussion a lot easier by telling you exactly what you need to know that's not too simple yet not to detailed. Especially since the assignment required us to complete ARIMA modelling in eviews, this book almost does it for you. I must have a bad lecturer, because her notes were all over the place, no structure at all and the subject was made a lot harder than it really was. I will get to reading more of the book very soon...but for now can only say good things about it

Great book

Great introduction to econometric methods in finance. Summaries of important papers provide a useful link between methodology and results. The language is accessible to non econometricians. This book can be used in courses for advanced undergraduate students and is a good reference for those interested in applied econometric methods.

Introductory Econometrics for Finance by Chris Brooks

I have taught this subject from undergraduate to post grad level but this is the best text I have taught...! This is equally good for the beginners of the field and also for the persons who are searching for intutive explanations of financial models..... Apart from above there are one or two printing errors in the book... Dr. Syed Alamdar Ali

Very comprehensive, truely applied and easy to understand book!

An impresive number of applications and technics are developed accross this extensive book. The language is very clear without losing theoretical rigorousness. A chapter or annex about panel data analysis will complete the book, as long as it is an introductory book and should present all basic themes (something in the book's website could be useful). Is a great book, I'm very satisfied.

Wonderful contribution to undergraduate econometrics and time series

This book is the perfect textbook to get undergraduate students motivated with the subject. It is simple and readable, yet provides a complete treatment of the econometrics of financial series. I would also recommend this textbook for MBA students, since it contains valuable applications to Eviews and RATS. If you are interested in an introductory course to econometrics for economists, you will probably prefer Wooldridge's intro book. It has more information on panel data and limited dependent variables. This one has a terrific and desirable bias towards students particularly interested in finance. The book quickly departs from econometrics towards time series, a topic much more relevant in business schools and is far better in this subject than Wooldridge's.