Introductory Econometrics for Finance,Cambridge University

Textbook:Introductory Econometrics for Finance,4th Edition
Author(s): Chris Brooks

Course description:
This course is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts.
Learning outcomes, key concepts and end-of-chapter review questions  highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data-and problem-driven approach. the generalised method of moments and state space models.