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Title: Introductory Econometrics for Finance by Chris Brooks ISBN: 0-521-79367-X Publisher: Cambridge University Press Pub. Date: 15 July, 2002 Format: Paperback Volumes: 1 List Price(USD): $45.00 |
Average Customer Rating: 4 (1 review)
Rating: 4
Summary: A practical approach to financial econometrics
Comment: As a professor of financial econometrics in a master's degree course in accounting, I was eagerly searching for a book which should be comprehensive, understandable, and practical. Professor Brooks book came to me as a auspicious surprise. It is very readable, it contains chapters on the main topics of modern empirical studies in finance and accounting, and it brings a lot of exercises not only at the conceptual level, but also exercises with software applications, which are described in detail throughout the book. The only problem is that the software exercises are carried out with data taken from a British company that does not supply them freely. Therefore, unless someone is willing to spend a little fortune, one must reproduce the exercises using alternative data (in my case, data for Brazilian companies or the Brazilian stock market). Of course, it is not possible to get to the results presented in the book, so that the reader's analysis and conclusions might be different from the book's, which may bring doubts about the correctness of the reader's exercise. Despite this, the book is really very good as a text and exercise book for a financial econometrics course at the MSc level, and also a good starting point for those willing to embark on empirical studies in finance and accounting.
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Title: Financial Econometrics: Methods and Models by Peijie Wang ISBN: 0415224551 Publisher: Routledge Pub. Date: November, 2002 List Price(USD): $24.95 |
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Title: Advanced modelling in finance using Excel and VBA by Mary Jackson, Mike Staunton ISBN: 0471499226 Publisher: John Wiley & Sons Pub. Date: 30 May, 2001 List Price(USD): $75.00 |
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Title: Market Models: A Guide to Financial Data Analysis by Carol Alexander ISBN: 0471899755 Publisher: John Wiley & Sons Pub. Date: 15 November, 2001 List Price(USD): $105.00 |
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Title: Financial Econometrics: Problems, Models, and Methods. by Christian Gourieroux, Joann Jasiak ISBN: 0691088721 Publisher: Princeton Univ Pr Pub. Date: 01 November, 2001 List Price(USD): $65.00 |
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Title: Numerical Methods in Finance: A MATLAB-Based Introduction by Paolo Brandimarte ISBN: 0471396869 Publisher: Wiley-Interscience Pub. Date: 12 October, 2001 List Price(USD): $99.95 |
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