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Books on Econometrics

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1 The Econometrics of Financial Markets by John Campbell,Andrew Lo,Craig Mackinlay The Econometrics of Financial Markets
by John Campbell, Andrew Lo and Craig Mackinlay
Publisher: Princeton University Press
Published: 1997
Edition: 1st
Format: Hb

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2 Continuous-Time Finance by Robert Merton Continuous-Time Finance
by Robert Merton
Publisher: Blackwell Publishers
Published: 1992
Format: Pb

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Recommended by Paul Wilmott
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3 Basic Econometrics: AND Software Disk Package by Damodar Gujarati Basic Econometrics: AND Software Disk Package
by Damodar Gujarati
Publisher: McGraw-Hill Higher Ed.
Published: 2002
Edition: 4th Revised edition
Format: CD-Rom + pb

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4 Risk and Asset Allocation by Attilio Meucci Risk and Asset Allocation
by Attilio Meucci
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 2005
Edition: 1st
Format: Hb

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5 Introductory Econometrics for Finance by Chris Brooks Introductory Econometrics for Finance
by Chris Brooks
Publisher: Cambridge University Press
Published: 2002
Format: Pb

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£32.30
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6 Mathematics for Economics and Finance by M.H.G. Anthony,Norman L. Biggs Mathematics for Economics and Finance
Methods and Modelling
by M.H.G. Anthony and Norman L. Biggs
Publisher: Cambridge University Press
Published: 1996
Edition: 1st
Format: Pb

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£25.64
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7 Stochastic Processes with Applications to Finance by M. Kijima Stochastic Processes with Applications to Finance
by M. Kijima
Publisher: CRC Press
Published: 2002

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£45.99

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8 Modern Econometrics by R.L. Thomas Modern Econometrics
An Introduction
by R.L. Thomas
Publisher: Pearson Higher Education
Published: 1996
Edition: New title
Format: Pb

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£43.34
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9 Statistics in Finance by David J. Hand,Saul D. Jacka Statistics in Finance
by David J. Hand and Saul D. Jacka
Publisher: Arnold
Published: 1998
Format: Hb

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£44.99

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10 Basic Econometrics: Student Solutions Manual by Damodar Gujarati Basic Econometrics: Student Solutions Manual
by Damodar Gujarati
Publisher: Irwin
Published: 0000
Edition: 4th Revised edition
Format: Pb

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£28.49
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11 Introductory Econometrics with Applications by Ramu Ramanathan Introductory Econometrics with Applications
by Ramu Ramanathan
Publisher: Harcourt Brace
Published: 1998
Edition: 4th
Format: Hb

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£33.00

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12 The Analysis of Economic Data by Gary Koop The Analysis of Economic Data
by Gary Koop
Publisher: John Wiley & Sons
Published: 2000
Edition: 1st
Format: Pb

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13 Time Series and Dynamic Models by Christian Gourieroux,Alain Monfort Time Series and Dynamic Models
by Christian Gourieroux and Alain Monfort
Publisher: Cambridge University Press
Published: 1997
Edition: 1st
Format: Pb

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£38.00
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14 Financial Econometrics by Christian Gourieroux,Joann Jasiak Financial Econometrics
Problems, Models and Methods
by Christian Gourieroux and Joann Jasiak
Publisher: Princeton University Press
Published: 2002
Edition: 1st
Format: Hb

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15 Handbook of Heavy Tailed Distributions in Finance by Svetlozar T. Rachev (Editor) Handbook of Heavy Tailed Distributions in Finance
by Svetlozar T. Rachev (Editor)
Publisher: North-Holland
Published: 2003
Format: Hb

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16 Bayesian Econometrics by Gary Koop Bayesian Econometrics
by Gary Koop
Publisher: John Wiley & Sons
Published: 2003
Format: Pb

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17 Using Econometrics: A Practical Guide by A.H. Studenmund,  Elliot B. Koffman Using Econometrics: A Practical Guide
by A.H. Studenmund and Elliot B. Koffman
Publisher: Pearson Higher Education
Published: 2005
Edition: 5 International ed
Format: Pb

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18 Forecasting, Structural Time Series Models and the Kalman Filter by A.C. Harvey Forecasting, Structural Time Series Models and the Kalman Filter
by A.C. Harvey
Publisher: Cambridge University Press
Published: 1991
Edition: New edition
Format: Pb

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19 Econometric Models and Economic Forecasts 4/e by Robert S. Pindyck Econometric Models and Economic Forecasts 4/e
by Robert S. Pindyck
Publisher: McGraw-Hill Higher Ed.
Published: 2000
Edition: 4
Format: Disk + Pb

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20 Fundamental Methods of Mathematical Economics by Alpha Chiang,Kevin Wainwright Fundamental Methods of Mathematical Economics
by Alpha Chiang and Kevin Wainwright
Publisher: McGraw-Hill Professional
Published: 2005
Edition: 4th
Format: Pb

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£41.79
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21 Applied Computational Economics and Finance by Mario Miranda,Paul L. Fackler Applied Computational Economics and Finance
by Mario Miranda and Paul L. Fackler
Publisher: MIT Press
Published: 2002
Edition: 1st
Format: Hb

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£48.40
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22 Guide to Econometrics by Peter Kennedy Guide to Econometrics
by Peter Kennedy
Publisher: Blackwell Publishers
Published: 2003
Edition: 5th
Format: Pb

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Recommended by Heinrich Weber
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23 Applied Econometric Time Series, second edition by Walter Enders Applied Econometric Time Series, second edition
by Walter Enders
Publisher: John Wiley & Sons
Published: 2003
Edition: 2 Rev ed
Format: Hb

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£29.56
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24 Essentials of Econometrics by Damodar Gujarati Essentials of Econometrics
by Damodar Gujarati
Publisher: McGraw-Hill Higher Ed.
Published: 1999
Edition: 2nd
Format: Pb

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£38.94
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25 An Introduction to Econometrics by G.S. Maddala An Introduction to Econometrics
by G.S. Maddala
Publisher: John Wiley & Sons
Published: 2001
Edition: 3rd
Format: Pb

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26 Elements of Econometrics by Jan Kmenta Elements of Econometrics
by Jan Kmenta
Publisher: University of Michigan Press
Published: 1997
Edition: 2nd New edition of Revise
Format: Hb

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27 Continuous Univariate Distributions, Vol 1 by Norman L. Johnson,Samuel Kotz,N. Balakrishnan Continuous Univariate Distributions, Vol 1
by Norman L. Johnson, Samuel Kotz and N. Balakrishnan
Publisher: John Wiley & Sons
Published: 1994
Edition: 2nd
Format: Hb

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£90.10
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28 ARCH by R.F. Engle (Editor) ARCH
Selected Readings
by R.F. Engle (Editor)
Publisher: Oxford University Press
Published: 1995
Edition: 1st
Format: Pb

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29 The Econometric Modelling of Financial Time Series by T.C. Mills The Econometric Modelling of Financial Time Series
by T.C. Mills
Publisher: Cambridge University Press
Published: 1999
Edition: 2nd Revised edition
Format: Pb

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30 Introductory Econometrics by Jeffrey Wooldridge Introductory Econometrics
A Modern Approach
by Jeffrey Wooldridge
Publisher: South-Western
Published: 0000
Edition: International ed
Format: Hb

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