Financial Econometrics, by Roman Kozhan
The aim of this textbook is to provide a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews.
This book is written as a compendium for undergraduate and graduate students in economics and finance. This book may be used as a textbook companion for graduate level courses in time series analysis, empirical finance and financial econometrics.