April 4th, 2008, 1:20 pm
QuoteOriginally posted by: unkpathhello, I am more a fixed income guy, but I believe that number 1 is actually really quite good. number two is also quite good. number three, forget it, that's no good. as to the question which one to buy. don't buy any of them. What book would you recommend for applied financial econometrics then? (I've only seen the table of contents. Number 1 and # 2 look really nice, but maybe there are better books.Not for stochastics of course, but for advanced applied financial econometrics.thanks