Rating: 
Summary: Superior Treatment of Econometrics
Review: Campbell, et. al. have put together the defining book in econometrics. The deep and well thought out explanations of econometrics lend themselves to theories and applications for the behavior of even the most elusive driving forces. I even found a framework for valuing credit derivatives supplementing the descriptions of value in "Credit Derivatives" by Tavakoli. I admit that readers with no background in econometrics may wish to start with lighter reading, but this book is a must, and worth the effort.
Rating:
Summary: estremamente interessante
Review: E' probabilmete il più completo manuale di econometrica attualmente reperibile. Sempre preciso e chiarissimo nell'esposizione.
Rating:
Summary: The only book you may need for financial econometrics!
Review: Finally, we have a book like this. It is comprehensive, not so hard to follow, and handsomely structured. It shows you the power of combination of mathematics, statistics, and finance. It is like beer. It makes you dizzy and enchanted simutaneously. It stimulates you to dream of modeling the stock market and know the tomorrow's price of Amazon.com. At least, I am going to give it a try! You can have fun, make money, and look mysterious at the same time. Review or learn the math and statistics courses necessary for the book. Read the book three times. Then, you are near the top of mountain.
Rating:
Summary: Excellent and Comprehensive Book on Financial Econometrics
Review: In recent years, the economist have used various econometric method in analyses financial market, but though you can discover some excellent book for financial theory,such as Darrell Duffie's "Dynamic Asset Pricing Theory",there is few comprehensive book on the theories and applications of econometric tools for emprirical finance. So when I found this book, I was so excited. Only having read several chapters, I think it an excellent book, though some difficult, and can't help to introduce it. I think every student who is interested in financial market should read it, at least scan it to know the content of this book. If you have this book, then you can throw all other book on this subject, don't waste time to read them, what you need is just this excellent book. Unfortunely I havn't it,and I hope to own it some day. At last, I have to say thank you to Prof. Gregory Chow who brough this book to my University, so I have chance to read such an excellent book.
Rating:
Summary: Excellent and Comprehensive Book on Financial Econometrics
Review: In recent years, the economist have used various econometric method in analyses financial market, but though you can discover some excellent book for financial theory,such as Darrell Duffie's "Dynamic Asset Pricing Theory",there is few comprehensive book on the theories and applications of econometric tools for emprirical finance. So when I found this book, I was so excited. Only having read several chapters, I think it an excellent book, though some difficult, and can't help to introduce it. I think every student who is interested in financial market should read it, at least scan it to know the content of this book. If you have this book, then you can throw all other book on this subject, don't waste time to read them, what you need is just this excellent book. Unfortunely I havn't it,and I hope to own it some day. At last, I have to say thank you to Prof. Gregory Chow who brough this book to my University, so I have chance to read such an excellent book.
Rating:
Summary: Just excellent.
Review: It covers a variety of topics in a very formal way. it is NOT an easy book (and it shouldn't be...) and it demonstrates that markets are NOT random. Enjoy it.
Rating: 
Summary: Applied Financial econometrics exponent
Review: It is a good book, but there are some aspects which I find lacking in the book which could be helpful. For example, brief outline answers to some of the problems at the end of the chapter will help most readers no doubt. Also, a more comprehensive cover on the rational bubbles and GARCH type models for asset returns will help no doubt, as well as problems that may arise during implementation. This book is aimed at the advance graduate student who is pretty proficient in theoretical finance and advance econometric issues already.
Rating:
Summary: Applied Financial econometrics exponent
Review: It is a good book, but there are some aspects which I find lacking in the book which could be helpful. For example, brief outline answers to some of the problems at the end of the chapter will help most readers no doubt. Also, a more comprehensive cover on the rational bubbles and GARCH type models for asset returns will help no doubt, as well as problems that may arise during implementation. This book is aimed at the advance graduate student who is pretty proficient in theoretical finance and advance econometric issues already.
Rating:
Summary: Difficult but worth it
Review: It takes time to work yourself through this book. The authors assume a good background in econometric theory. If you take your time though (a lot of time), you will like it. I was frustrated with it at first (it is my first econometrics book), but having spent a full semester with it, I now feel quite comfortable with the subject matter. This is not a book you can just read at night before you go to bed. This book needs to be studied carefully. Buy it only if you are a graduate student in econ or finance, or a practitioner in the field. This book is no fun and you will only read it (and learn to appreciate its depth) if you absolutely have to.
Rating:
Summary: Excellent compendium
Review: This book is for me an excellent summary and sometimes significant enrichment of knowledge acquired during 5 years economics studies with specialization in financial econometrics.
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