Tuesday, January 3, 2012

Books on Analysing Financial Data

Financial Markets always fascinated me. In my search for books about analysing financial data I came across many jewels some of which are available on the net for the motivated student of Markets.

  1. Analysis of Financial Data by Gary Koop
  2. Financial Market Analytics  by John Teall
  3. Financial Time Series     Tsay
  4. Market Models  by Carol Alexander
  5. Basic Econometrics  by Gujarati
  6. Financial Econometrics by Fogler and Ganapathy
  7. Econometric Modelling of Financial Time series by Terence Mills
  8. Elements of Forecating by Diebold
  9. The Econometrics of financial Markets  Campbell, Lo, Mackinlay
  10. Introductory econometrics for finance by Chris Brooks




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