Bibliografia

Principal

• Lecture Notes 2. Cochrane, J.H. (2005), Asset Pricing, Princeton University Press: Princeton, NJ. 1. Campbell, J.Y., Lo, A.W. and MacKinlay, A.C. (1997), The Econometrics of Financial Markets, Princeton University Press: Princeton, NJ.:

Secundária

• 2. Econometrics: Hayashi, F. (2000); Davidson, J. (2000); Greene, W. (2011). 1. Financial Econometrics: Brooks, C. (2002); Cuthbertson, K. (1996); Gourieroux, C. and Jasiak, J. (2001); Blake, D. (2001). :