Bibliografia

5. Material de apoio às aulas elaborado pelo docente (se disponível). 4. Mills, T.C., R.N. Markellos (2008), The Econometric Modelling of Financial Time Series, 3rd edition, Cambridge University Press. 3. Hamilton, J.D. (1994), Time Series Analysis, Princeton University Press. 2. Brooks, C. (2008), Introductory Econometrics for Finance, 2nd edition, Cambridge University Press. 1. Alexander, C. (2008), Market Risk Analysis: Practical Financial Econometrics (vol II), John Wiley and Sons. :

1. Box, G.E.P., G.M. Jenkins, G.C. Reinsel (2008), Time Series Analysis: Forecasting and Control, 4th edition, Wiley.: