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New Edition of Econometrics Bestseller

It was the first text on quantitative techniques that was specifically aimed at finance students, incorporating numerous examples and self-study materials. While it has shaped the way econometrics has been taught to a generation of finance students at many universities, it is based on the highly successful Quantitative Methods for Finance and Financial Econometrics modules that Chris developed and taught on the MSc programmes at the ICMA Centre.

The latest edition is thoroughly revised and contains new chapters including material on how to conduct event studies and test asset pricing models.

Chris said, “I have been really delighted with the reception that the book has been given and it’s great to receive e-mails from people all around the world who are using it. The financial crisis demonstrated, amongst many other things, the problems that can arise when quantitative techniques are employed inappropriately. At the ICMA Centre, we try to ensure that all students receive a rigorous training in econometrics and I am trying to do my part to rid the world of bad models!”

Further details about the book are available here. You can read more about Professor Chris Brooks research and work at the ICMA Centre at this link.

Published 12 May 2014

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