Skip to main content

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

You might also like

New study: sustainability ratings are a reliable indicator of countries' solvency

18 June 2019

Munich, 16 October 2013 – There is currently a high level of uncertainty on the international financial markets, due to the budget dispute in the USA surrounding the proposed raising of the borrowing limit. The markets are waiting with bated breath to see whether the Democrats and the Republicans will be able to agree on raising the debt ceiling, which currently stands at just under 17 trillion US dollars. The key question for investors is whether the USA and other countries will be able to pay back the debts they have taken on or whether, as in the case of the debt cut in Greece, they can expect to see losses on their investments. A recent study based on sustainability rating agency oekom research’s country ratings shows that sustainability ratings are a reliable indicator of countries’ solvency and that taking sustainability ratings into account allows investors to make a better assessment of the overall risks.

Business News Press releases

First-year Finance Student Liberty Godfrey wins Ewan Page Prize

18 June 2019

Liberty Godfrey, first-year BSc Finance & Investment Banking student at the ICMA Centre, has been awarded with the University of Reading’s prestigious Ewan Page Prize.

Liquidity effects and FFA returns in the international shipping derivatives market

18 June 2019

A new paper co-authored by Nadia Kappou, ICMA Centre MSc Financial Risk Management programme director, with Amir H. Alizadeh, Dimitris Tsouknidis and Ilias Visvikis has recently been published

Research news