Moinak Maiti - Applied Financial Econometrics: Theory, Method and Applications

Thanks for all the helps you given to me during the lecture. And all the lecture materials we used in the class are associated with most current researches and study, that are very useful and practical. I personally benefited from this.

I would like to continue my studies for both the subjects because I learned a lot, it would be great. In any case, I want to say thank to you for your passion and teaching.

I would want to take this opportunity to express my heartfelt appreciation for your contribution to the publication of my term paper and other assistance you have given me. It was a great beginning for my research career.

Thank you professor for the course! It was very useful and practical oriented.

Whats next? Student says it is very difficult to find an econometrics book that covers all important topics that you teach altogether. Then most of the books available either talks too much on theory or mathematical modelling. In such case there is real demand for a financial econometrics book that is written from the students point of view that makes pleasure in learning. A book that explains theory in the simplest way. My students ask me professor why do not you write a book that will help the learning community in a greater extent. I am very encouraged by my beloved students statements. So, I decided to write a book that will fulfil all such needs. This book has real-world examples with software execution and finally clear cut explanation of the obtained results. All examples are executed either by EViews or R programming with stepwise explanation in a visual format wherever necessary. EViews and R programming both are chosen due to two reasons: (1) EViews is simple to use and even though it is a paid software but both student and tutor versions are available for free. (2) On the other hand, R is free and programming oriented. By this students will learn both the techniques together and they can choose either of them for applications as required. This book will be beneficial for both students and instructors who are associated with econometrics subjects at the undergraduate and postgraduate levels. Finally, I appreciate all comments and suggestions for further improvement of the book. As nothing is perfect in this world.

First of all I would like to express my sincere gratitude to my family and friends for their support, directly or indirectly in making this book a reality. I am thankful to the commissioning and production team at the Palgrave Macmillan publications for their sincere support and consideration. I am also grateful to the three anonymous reviewers for their valuable comments and suggestions for establishment of this book. I give thanks to the almighty god for protection and ability to do work.

Special thanks to the learners, students, and colleagues. Lastly I am thankful to everyone who are directly or indirectly associated in making this book a reality.