Library Course Assessment for
BUS 974: Financial Econometrics
Introduction
This is the Library’s assessment of BUS 974: Financial Econometrics. This course will first be offered at the SFU Vancouver campus in 2008-2 and every two years thereafter, with an expected enrollment of four students.
Monographs
One of the Suggested Readings for the course is not held in the Belzberg Library and will need to be acquired:
Brooks, Chris. Introductory econometrics for finance Cambridge University Press (UK). 0521790182. 9780521790185. R8-329029. 2004. $144
In addition, the existing SFU Library book collection was assessed using Library of Congress subject headings for the topics covered for this course. Related subject headings and SFU holdings are listed below. The holdings of the entire SFU collection (including Belzberg, Bennett, and Surrey) are listed first, and Belzberg's holdings are noted in parentheses.
Algebras, linear 230 (7 -- 5 of which are e-resources)
Econometric models 84 (5 -- 5 of which are e-resources)
Econometrics 447 (25 -- 20 of which are e-resources)
Economics, statistical methods 92 (8 -- 6 of which are e-resources)
Finance 296 (22 -- 14 of which are e-resources)
Finance -- econometric models 14 (1)
Finance -- mathematical models 99 (15 -- 10 of which are e-resources)
Linear models, statistics 105 (8 -- 6 of which are e-resources)
While the SFU Library is collecting in these subject areas, it is recommended that X number of books specifically related to Financial Econometrics be purchased for the Belzberg Library.
Average book cost $90
Serials
The following journals held at the SFU Library will provide useful material for students in this course. Many other Business journals will also supply relevant readings. All of the following titles are available electronically across all SFU campuses.
Econometric Reviews
Econometric Theory
Econometrics Journal
Economic Modeling
International Journal of Applied Economics and Econometrics
Journal of Applied Econometrics
Journal of Empirical Finance
Journal of Financial Econometrics
NBER macroeconomics annual
Studies in nonlinear dynamics and econometrics