---
product_id: 6668358
title: "The Econometrics of Financial Markets"
price: "96965CFA"
currency: XOF
in_stock: true
reviews_count: 13
url: https://www.desertcart.sn/products/6668358-the-econometrics-of-financial-markets
store_origin: SN
region: Senegal
---

# The Econometrics of Financial Markets

**Price:** 96965CFA
**Availability:** ✅ In Stock

## Quick Answers

- **What is this?** The Econometrics of Financial Markets
- **How much does it cost?** 96965CFA with free shipping
- **Is it available?** Yes, in stock and ready to ship
- **Where can I buy it?** [www.desertcart.sn](https://www.desertcart.sn/products/6668358-the-econometrics-of-financial-markets)

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- Customers looking for quality international products

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## Description

A landmark book on quantitative methods in financial markets for graduate students and finance professionals Recent decades have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is designed for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have learned into their own applications.

Review: Excellent textbook - This book is a very good basic textbook for econometrics in analyzing financial markets. I think this book might need some updating though, especially the copyright is 1998. There are a lot of later papers applying the concepts which deserve inclusion in a potential later edition. Nevertheless, it is still a formidable book. Best for specialists in the field.
Review: Good - It arrived earlier than expected, in good condition

## Technical Specifications

| Specification | Value |
|---------------|-------|
| Best Sellers Rank | #977,173 in Books ( See Top 100 in Books ) #151 in Econometrics & Statistics #3,470 in Finance (Books) #5,090 in Investing (Books) |
| Customer Reviews | 4.4 out of 5 stars 74 Reviews |

## Images

![The Econometrics of Financial Markets - Image 1](https://m.media-amazon.com/images/I/61o1-KrWpgL.jpg)

## Customer Reviews

### ⭐⭐⭐⭐⭐ Excellent textbook
*by C***E on February 3, 2013*

This book is a very good basic textbook for econometrics in analyzing financial markets. I think this book might need some updating though, especially the copyright is 1998. There are a lot of later papers applying the concepts which deserve inclusion in a potential later edition. Nevertheless, it is still a formidable book. Best for specialists in the field.

### ⭐⭐⭐⭐⭐ Good
*by L***Z on December 6, 2022*

It arrived earlier than expected, in good condition

### ⭐⭐⭐⭐⭐ Five Stars
*by Y***G on June 4, 2018*

The book is recommended, a nice book to read. worth buying and reading.

## Frequently Bought Together

- The Econometrics of Financial Markets
- Asset Pricing: Revised Edition
- Financial Decisions and Markets: A Course in Asset Pricing

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*Product available on Desertcart Senegal*
*Store origin: SN*
*Last updated: 2026-06-02*