The Econometrics of Financial Markets

Published: 05 June 2023
on channel: YUNIKARN
446
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The video
We explore the classic book "The Econometrics of Financial Markets" by Campbell, Lo, and MacKinlay. More than 25 years after its publication, it remains a very useful source of information. I read this book as a graduate student in Economics, and it guided me through my PhD period. In contrast to many books covering econometrics, this book is actually a pleasure to read. Even without a strong mathematical background, most students should be able to understand the ideas presented. Let’s have a look inside.

GitHub
https://github.com/GerhardKling/Class...

The channel
YUNIKARN focuses on publishing educational content in applied statistics, mathematics, and data science. In these fields, programming skills have become essential. Hence, we cover various programming languages, including Python, Stata, and C++, to tackle problems and for fun. We upload on Mondays recorded tutorials or live streams.

Hashtags
#classicbooks #finance #econometrics


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