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Andrew W. Lo

John Y. Campbell

The Econometrics of Financial Markets Paperback – Jan. 1 2007

by John Y. Campbell (Author)

59 ratings

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$245.11

Language

English
Publisher

New Age International Publisher
Publication date

Jan. 1 2007
Dimensions

22.7 x 15.3 x 3.4 cm
ISBN-10

8122421695
ISBN-13

978-8122421699
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Product details

Publisher ‏ : ‎ New Age International Publisher (Jan. 1 2007)
Language ‏ : ‎ English
ISBN-10 ‏ : ‎ 8122421695
ISBN-13 ‏ : ‎ 978-8122421699
Item weight ‏ : ‎ 500 g
Dimensions ‏ : ‎ 22.7 x 15.3 x 3.4 cm

Best Sellers Rank: #2,241,310 in Books (See Top 100 in Books)

Customer Reviews:
59 ratings

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Andrew W. Lo
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John Y. Campbell
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Customer reviews

5 star		76%
4 star		9%
3 star		8%
2 star		3%
1 star		4%

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Top reviews from Canada

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Sam

This is a good book.

Reviewed in Canada on February 15, 2013

Verified Purchase

The book is not very hard to understand. It is informative for people who want to have better understating of financial concepts.

Reviewed in Canada on September 1, 2017

Verified Purchase

excellent condition

Helpful

Amazon Customer

A classic book on financial econometrics

Reviewed in Canada on February 14, 2003

This is really a classic book on financial econometrics. I like the design of the book. The content is also pretty up-to-date. A little bit advanced - requires solid background in econometrics, analysis, statistics, and some stochastic calculus. The only problem I have is the authors did not provide background data, so it's really hard for people to do self-study like me. If the authors could include a preferred computer program (i.e. Matlab, GAUSS, EViews, etc.) with codes and data, that will make the book a true bible of financial econometrics.

Helpful

Quant Jockey

An excellent text for the advanced reader

Reviewed in Canada on December 21, 2001

This is a concise treatment of major foundation topics in financial economics. Although my interest is in monetary economics and macro, I finally have a book I will keep and use on financial economics. It closely blends the insight and "wisdom" behind the various theories with parsimonious amounts of math. Careful, patient reading and a comfortable grasp of econometrics is required but will be rewarded. Notation changes were a bit of a problem, though the authors address this issue early on. The end of chapter questions are good but it would've helped to have answers. Overall, it is intuitive "page turner" material.

Helpful

MS

Difficult but worth it

Reviewed in Canada on September 17, 2001

It takes time to work yourself through this book. The authors assume a good background in econometric theory. If you take your time though (a lot of time), you will like it. I was frustrated with it at first (it is my first econometrics book), but having spent a full semester with it, I now feel quite comfortable with the subject matter. This is not a book you can just read at night before you go to bed. This book needs to be studied carefully. Buy it only if you are a graduate student in econ or finance, or a practitioner in the field. This book is no fun and you will only read it (and learn to appreciate its depth) if you absolutely have to.

Helpful

Haipeng Zhang (haipeng_zhang@bus.emory.edu)

The only book you may need for financial econometrics!

Reviewed in Canada on May 7, 1999

Finally, we have a book like this. It is comprehensive, not so hard to follow, and handsomely structured. It shows you the power of combination of mathematics, statistics, and finance. It is like beer. It makes you dizzy and enchanted simutaneously.
It stimulates you to dream of modeling the stock market and know the tomorrow's price of Amazon.com. At least, I am going to give it a try! You can have fun, make money, and look mysterious at the same time.
Review or learn the math and statistics courses necessary for the book. Read the book three times. Then, you are near the top of mountain.

Helpful

Danny Chow

Applied Financial econometrics exponent

Reviewed in Canada on March 16, 2000

It is a good book, but there are some aspects which I find lacking in the book which could be helpful. For example, brief outline answers to some of the problems at the end of the chapter will help most readers no doubt. Also, a more comprehensive cover on the rational bubbles and GARCH type models for asset returns will help no doubt, as well as problems that may arise during implementation. This book is aimed at the advance graduate student who is pretty proficient in theoretical finance and advance econometric issues already.

Helpful

Driss Oraichi

The Econometrics of Financial Markets

Reviewed in Canada on September 27, 2021

Excellent

Helpful

Top reviews from other countries

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Yuxi Chen

Five Stars

Reviewed in the United Kingdom on May 24, 2017

Verified Purchase

good book

arup guha

Some pages have print higher than others and worst pages 106-107 are completely missing

Reviewed in India on May 26, 2015

Verified Purchase

Extremely ill produced copy. Some pages are shorter. Some pages have print higher than others and worst pages 106-107 are completely missing, white, no print. Complete waste of money

2 people found this helpful

Miguel Monroy López

Excelente libro, referencia para financieros

Reviewed in Mexico on June 7, 2018

Verified Purchase

Bastante bueno, tiene información con explicación técnica pero a un nivel digerida y entendible. Claro, necesitarás buen nivel de inglés e investigar uno que otro término, pero se puede captar a la perfección.

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Amazon Customer

Five Stars

Reviewed in India on April 19, 2018

Verified Purchase

Good book

Laura F.

Un pilastro

Reviewed in Italy on August 24, 2019

Verified Purchase

Un pilastro

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