Introductory Econometrics for Finance: 0

I used this during my MSc in Financial Engineering as supplementary reading for the Financial Econometrics course (it isn't on the reading list). It's (far?) too basic/not rigorous enough for that level but I found myself reading the relevant sections prior to studying the course material as it did a good job of placing things in context and placing them in the closest approximation to english I've seen in any book with "Econometrics" on the front cover. I wasn't a big fan of some of the software sections but that's just an R fan looking down his nose at anything else. R in a Nutshell (In a Nutshell (O'Reilly))

Really new and helpful especially for some people who want to study finance and related courses. Great recommendation for you!

It's a good introduction into the topic and a fairly easy read. Brooks manages to convey the topic without resorting to formulas all the time. That also means that it is sometimes a bit slow and does not go very deep considering the size of the book. Some people critizise the use of EViews. I think learning statistics/econometrics and something like R or SAS should be two separate topics. Any book that I've seen that tried to teach both fell short on both ends. EViews is a simple program that gets to the point quickly and should be seen as a means to show the results of the examples, not something that should be learned as well.

it is indeed a book of great value, this book is actually a storage of wisdom and will always remain precious

Just the one I want and it is a very good book for econometric, especially for the beginners. The quality is good too.

The contents are excellent and this book is suitable for graduate and postgraduate students study independently. Highly recommend! Good quality!

Good quant test book. Makes a complicated topic easy to understand.

To be honest, I don’t understand, and I don’t know why I bought this book, maybe because the professor requested it.

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

This is simply the best introductory econometrics book for finance students. It is extremely well written, covers a wide range of applications, and provides many examples. In addition to that, the book also gives you a great introduction to ... Eviews! I learned more about the software in this book than in other dedicated references. Recommendation: Strong buy!

Die erste Ausgabe des Buches erschien 2002. Es entwickelte sich sehr schnell zum Standard-Lehrbuch für praktisch orientierte Finanztheorie Kurse. "Sales of the first edition of this book surpassed expectations (at least those of the author). Almost all of those who have contacted the author seem to like the book, and while other textbooks have been published since that date in the broad area of financial econometrics, none is really at the introductory level". Der Autor verspricht, dass er diesen Anspruch auch in der 2ten Auflage (erschienen 2007) beibehalten wird. Er hat dieses Versprechen eingehalten. Es ist sicherlich ein didaktisch gut gemachtes und praktisch orientiertes Werk. Für meinen Geschmack ist es trotzdem etwas veraltert. Das liegt primär an der verwendeten Software EViews. Ein heutiges Buch müsste R verwenden. R ist in meinen Augen wesentlich flexibler, eleganter als EViews. Der Autor beschreibt in jedem Kapitel eine statistische Methode. Die konkrete Berechnung und auch die Schätzung von Parametern läuft aber dann im Wesentlichen auf EViews-Bildl-Anklickn hinaus. Man könnte das Buch auch als eine Art erweitertes EViews Handbuch bezeichnen. Persönlich bin ich kein Bildl-Anklick-Fan. Aber es gibt viele Benutzer die lieber Bildl-Anklicken als mit einer High-Level Programmiersprache wie R zu operieren. Ich habe mir das Buch primär wegen der Kapitel über GARCH- und Hidden-Markov-Modelle gekauft. Diese Kapitel sind für ein Einstiegs-Buch relativ anspruchsvoll. Für meinen Geschmack hätte es detailliert und anspruchsvoller sein können. Allerdings war ich in den letzten Tagen sehr froh, dass ich das Buch zu Hause hatte. Ich lag mit einer heftigen Grippe in Bett. Für hard-core Statistik war mir da eh nicht zumute. Für das Vertreiben der fiebrigen Langeweile tat es einen ausgezeichneten Dienst. Trotz der Einwände: Wer einen guten ersten Einstieg sucht, ist mit diesem Buch bestens bedient.

Good review on OLS. EView section is excellent. There are dense section at times but it's readable. I like it.

Sì perfetto xD grazie mille ^_^ Non ho avuto alcun tipo di problema ne alcun tipo di delusione xD cmq avete svolto un ottimo lavoro xD