• RRP: $90.95 Details

    Recommended Retail Price (RRP)

    The RRP displayed is the most recent manufacturer’s recommended retail price made available to Amazon AU.
  • You Save: $15.05 (17%)
In stock.
Ships from and sold by Amazon AU.
Introductory Econometrics... has been added to your Cart
Other Sellers on Amazon
+ FREE Delivery
Sold by: Shinning_Books
+ FREE Delivery
Sold by: BuyGlobal
+ FREE Delivery
Sold by: The Nile Australia
Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more

Follow the Authors

Something went wrong. Please try your request again later.

Introductory Econometrics for Finance Paperback – 28 March 2019

4.8 out of 5 stars 47 ratings
Edition: 4th

See all formats and editions Hide other formats and editions
Amazon Price
New from Used from
FREE delivery: Thursday, 15 April
Fastest delivery: Wednesday, 14 April
Order within 16 hrs and 17 mins

Enhance your purchase

Save on selected Bestselling Children's books.
Includes Bluey, Peter Rabbit, Spot, Peppa Pig, Roald Dahl and more. Click to explore.

Special offers and product promotions

  • Buy this item and get 90 days Free Amazon Music Unlimited. After purchase you will receive an email with further information. Offer valid for a limited time only. Terms and Conditions apply.” Learn more here.

Frequently bought together

  • Introductory Econometrics for Finance
  • +
  • Financial Econometrics: Models and Methods
  • +
  • Econometrics of Financial Markets (ISE)
Total Price: $231.74
Buy the selected items together

Autumn Sale - Deals you don't want to miss
Discover deals on Books and more. Shop now

Product details

  • Publisher : Cambridge University Press; 4th edition (28 March 2019)
  • Language : English
  • Paperback : 724 pages
  • ISBN-10 : 110843682X
  • ISBN-13 : 978-1108436823
  • Dimensions : 21.84 x 2.79 x 24.89 cm
  • Customer Reviews:
    4.8 out of 5 stars 47 ratings

Product description


'Introductory Econometrics for Finance covers a variety of financial applications and illustrates how econometrics methods can be used for each topic. Researchers and practitioners in finance will find this book invaluable. The new fourth edition is expanded with important topics of state space models and extreme value theory. Moreover, a free companion website with various software programs is essential for performing actual empirical analysis. I constantly recommend this text to Masters and undergraduate finance students.' Elena Goldman, Pace University, New York

'This is a good book introducing the general field of financial econometrics to students, assuming they have no prior knowledge of econometrics. Undergraduate, as well as beginning graduate, students should find the wide range of topics covered useful for not only getting a good toehold into the literature, but also to be able to apply the methods to data right away.' Prasad V. Bidarkota, Florida International University

'Professor Brooks' book provides extraordinarily comprehensive treatment of econometric techniques with application to Finance. The unique feature of this book is the presentation of rich real-world case study examples. This is an ideal text book for MS in Finance, MBA with concentration in Finance and Seniors majoring in Finance. It is also an ideal text book for financial professional training and self-study.' George H. K. Wang, George Mason University, Virginia

'Chris Brooks' book is a rather unique offering in the space of financial econometrics because it is specifically targeted to finance students who do not necessarily have prior knowledge of econometric techniques. It's a first yet comprehensive resource to enable students to familiarize with concepts and tackle a broad range of empirical applications.' Walter Distaso, Imperial College London

'This new edition of Introductory Econometrics for Finance manages to give even further strength to its exhaustive, fine blend of contents and delivery, of methods and of interesting, relevant applications. This classical but always lively written textbook manages to make modern econometric approaches accessible to a wide audience of senior undergraduates and of graduate students first approaching econometrics, and at the same time leads a more experienced reader to ponder the power of statistics through a number of detailed case studies. The additional, advanced material on the Kalman filter and extreme value theory makes this textbook an invaluable classroom tool for a first approach to financial econometrics.' Massimo Guidolin, Università Commerciale Luigi Bocconi, Milan

'This is one of the most readable books on financial econometrics. It will be very useful for students of finance and economics. It covers a wide variety of topics that are of interest to researchers and practitioners, in both academia and industry.' Yong Bao, Purdue University, Indiana

Book Description

Offers econometrics for finance students with no prior knowledge of the field. Includes case studies, examples and extensive online support.

Customer reviews

4.8 out of 5 stars
4.8 out of 5
47 global ratings
5 star
4 star
3 star 0% (0%) 0%
2 star 0% (0%) 0%
1 star 0% (0%) 0%
How are ratings calculated?

Review this product

Share your thoughts with other customers

Top reviews from Australia

There are 0 reviews and 0 ratings from Australia

Top reviews from other countries

5.0 out of 5 stars Econometrics Essentials
Reviewed in the United Kingdom on 11 February 2021
Verified Purchase
A client
5.0 out of 5 stars The fourth edition from university of reading
Reviewed in the United Kingdom on 20 October 2019
Verified Purchase
5.0 out of 5 stars Good
Reviewed in the United Kingdom on 22 October 2019
Verified Purchase
Customer image
5.0 out of 5 stars Good
Reviewed in the United Kingdom on 22 October 2019
Very good!
Images in this review
Customer image Customer image
Customer imageCustomer image
Melissa Moreno
5.0 out of 5 stars Great book for undergraduates!
Reviewed in Mexico on 7 August 2019
Verified Purchase
5.0 out of 5 stars Excellent
Reviewed in Mexico on 6 July 2020
Verified Purchase