Lecture Notes
DeLurgio, S. A. (1998), ?Forecasting principles and applications?, McGraw-Hill.
Pindyck, R. S. and Rubinfeld, D. L. (1998), ?Econometric models and economic forecasts?, McGraw-Hill, 4th edition.
Diebold, Francis X. (2004), ?Elements of forecasting?, South-Western: Canada, third edition.
Forecasting:
Cochrane, J.H. (2005), ?Asset Pricing?, Princeton University Press: Princeton, NJ.
Campbell, J.Y., Lo, A.W. and MacKinlay, A.C. (1997), ?The Econometrics of Financial Markets?, Princeton University Press: Princeton, NJ.
Financial Econometrics: :
Secundária
Econometrics: Hayashi, F. (2000); Davidson, J. (2000); Greene, W. (2003).
Financial Econometrics: Brooks, C. (2002); Cuthbertson, K. (1996); Gourieroux, C. and Jasiak, J. (2001); Blake, D. (2001).
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