Author of this section: Dr. Christof Luchsinger

Greene covers most of econometrics.

• Econometric Analysis by W.H. Green, Prentice-Hall International, 2000.

Campbell/Lo/MacKinlay focusses on the econometrics of financial markets.

• The Econometrics of Financial Markets by J.Y. Campbell, A.W. Lo and A.C. MacKinlay, Princeton University Press, 1997.

Webmaster: Dr. Christof Luchsinger / jobs@math-jobs.com / Member of the Luchsinger Mathematics Group