The Basics of Financial Econometrics

The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical or statistical proofs and derivations, and with a clear emphasis on basic ideas and how to apply them. It addresses the key relationship between econometrics and quantitative finance and provides practical examples that use real-world financial data. Covering all the key areas, the book focuses on the application of financial econometric techniques to various activities in asset management.