The Models and Methods of Financial Econometrics.
Cambridge University Press. January 2019.
ISBN 97811071177154 (hardback), 9781316630334 (paperback), 9781316819302 (ebook)
Find supplementary materials below:
An Introduction to Financial Markets and their Empirical Analysis
Slides in PDF and tex format
Exercises and Solutions for《The Models and Methods of Financial Econometrics 》
Data and Code for《The Models and Methods of Financial Econometrics》
Probability, Statistics and Econometrics.
Book published by Academic Press, October 2016. 400pp.