Financial Econometrics

Picking stocks based on a regression-based prediction of their short-term returns is a dumb idea. This gives you a sense of how contrived the applications get in this book. Truth be told, financial econometrics is primarily for academics, but the authors have written for financial analysts. Their style is not theorem-proof-example. It is more example-example-example. Want to understand principal component analysis? The authors explain with an example ...

For similar books, see sections:

Finance - Financial Econometrics

Math - Financial Math

Math - Time Series Analysis

disclaimer

website: http://www.contingencyanalysis.com
books direct link: http://www.riskbook.com
copyright © Contingency Analysis, 2007