Python Guide to Accompany Introductory Econometrics for Finance

175 Pages Posted: 5 Nov 2019 Last revised: 9 Nov 2021

See all articles by Ran Tao

Ran Tao

Queen's University Belfast; Queen's University Belfast

Chris Brooks

University of Reading - ICMA Centre

Date Written: October 25, 2019

Abstract

This free software guide for Python with freely downloadable datasets brings the econometric techniques to life, showing readers how to implement the approaches presented in Introductory Econometrics for Finance using this highly popular software package. Designed to be used alongside the main textbook, the guide will give readers the confidence and skills to estimate and interpret their own models while the textbook will ensure that they have a thorough understanding of the conceptual underpinnings. guide draws on material from ‘Introductory Econometrics for Finance’, published by Cambridge University Press, Chris Brooks (2019). The Guide is intended to be used alongside the book, and page numbers from the book are given after each section and subsection heading.

Code and data sets are available at https://www.cambridge.org/gb/academic/subjects/economics/finance/introductory-econometrics-finance-4th-edition?format=PB&isbn=9781108422536

Keywords: Python, financial econometrics, education, programming in finance

JEL Classification: C01

Suggested Citation

Tao, Ran and Tao, Ran and Brooks, Chris, Python Guide to Accompany Introductory Econometrics for Finance (October 25, 2019). Available at SSRN: https://ssrn.com/abstract=3475303 or http://dx.doi.org/10.2139/ssrn.3475303

Ran Tao

Queen's University Belfast ( email )

25 University Square
Belfast, BT7 1NN
Ireland
BT95EE (Fax)

Queen's University Belfast ( email )

Queen's University
185 Stranmillis Road
Belfast, BT95EE
United Kingdom

Chris Brooks (Contact Author)

University of Reading - ICMA Centre ( email )

Whiteknights Park
P.O. Box 242
Reading RG6 6BA
United Kingdom
+44 118 931 82 39 (Phone)
+44 118 931 47 41 (Fax)

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