Introductory Econometrics For Finance 2nd Edition

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

I think this book is a terrific introduction to econometrics for Finance applications. I believe that Ph.D. students should take a two course sequence from more traditional econometrics texts - for example, Judge, Hill , Griffith. But an applied financial econometrics class from this text would be extremely valuable. I plan on teaching from it at the Master's level and have lent it to strong undergrads. I think an MS in Finance program would benefit from a mandatory course from this text.

This is a great book, but it could be better if he had more visuals for the things he talks about, like the screens and steps in Eviews. There are a lot of those, but there are places where he could add even more. Also, there are frequent times when he talks about things and leaves out intermediate steps, assuming we know everything he is thinking and knows. But it is very detailed and I am learning a lot. I got a bachelor's degree in economics from a top university but never had one class in econometrics. Go figure! This will help me in my career for sure. I just wish the book came with an accompanying CD with all the data he uses so I could follow along in the lessons by "doing" rather than just reading. Also, it's kind of disheartening when you read a few paragraphs and then he says "but this isn't really used in practice" or "this isn't practical" or "this isn't the best way to do this, a better way would be to..." or "this method has proven to be useless." There are also several points he makes where he says "but further details are beyond the scope of this book." I understand that, but it just makes me wish he would expand upon those points.

Book with pretty good condition. No notes and No highlights.

Complex concepts of Econometrics explained in simple words. A great book to keep in your self whenever you need it, as a student or as professional.

The book provides a solid foundation In financial econometrics. The concepts and theory are reinforced with plenty of examples in finance. Therefore it is very practical for me In solving real-world financial problems.

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.

A good book.