Dear Readers, welcome to our website from Massimo and Manuela, the Authors of the textbook Essentials of Time Series for Financial Applications. When we wrote the book, our objective was to teach econometrics with a rigorous, but at the same time hands-on and data-driven approach. Therefore, we developed this website to be a companion for the Readers of the book (but we hope it can be useful to anybody interested in financial econometrics).
When we created this website, we had one goal in mind: we want to enable you to take the most from the experience of reading our book, whether you are a student or a professor.
This website is meant to serve you before, during, and after reading our book! You may want to start the journey by taking a look at some introductory material in statistics that is a good prep-course for those of you that may want to refresh concepts such as random samples, point estimation, hypothesis testing and confidence intervals (see here). We also post some Excel worksheets on these topics.
Then, while you are learning, you may want to replicate the Eviews exercises that we discuss in the book: therefore, here you will find the data that we employed. Our Eviews tutorials will help you in the process. If you are yet not satisfied, here you find some additional, realistic applications entirely developed in Eviews.
Do you want to know more about the content of the book? Here you find a summary of the content of each chapter and some additional, advanced material. You may also want to take a look at the official Elsevier webpage! You may find our book on several other online bookstores, take a look here!
And… we do not write only about econometrics! As you can learn from our bios, our research interests are quite broad and we have written an introductory portfolio choice book! If you are curious, take a look here!
Essentials of Time Series for Financial Applications 