The Econometrics of Financial Markets 2nd ed. Edition

It arrived earlier than expected, in good condition

This book is a very good basic textbook for econometrics in analyzing financial markets. I think this book might need some updating though, especially the copyright is 1998. There are a lot of later papers applying the concepts which deserve inclusion in a potential later edition.Nevertheless, it is still a formidable book. Best for specialists in the field.

The book is recommended, a nice book to read. worth buying and reading.

Interesting math. Surprisingly non-actionable, but still interesting.

Good

This is really a classic book on financial econometrics. I like the design of the book. The content is also pretty up-to-date. A little bit advanced - requires solid background in econometrics, analysis, statistics, and some stochastic calculus. The only problem I have is the authors did not provide background data, so it's really hard for people to do self-study like me. If the authors could include a preferred computer program (i.e. Matlab, GAUSS, EViews, etc.) with codes and data, that will make the book a true bible of financial econometrics.

I DID NOT PLACE THIS ORDER AND CAN'T FIGURE OUT HOW TO CANCEL IT.

very classical book~