1. Diana Mendes, (2024), Teaching Slides, Python scripts and Notebooks (Moodle, GitHub).
2. Brooks, C., (2019), Introductory econometrics for finance, 4nd ed., Cambridge University Press.
3. Tan, R, and Brooks, C. (2019), Python guide to accompany Introductory econometrics for finance, 4nd ed., Cambridge University Press.
4. Huang, C., and Petukhina, A., (2022), Applied time series analysis and forecasting with Python, Springer.:
Secundária
1. Juselius, K., (2006), The Cointegrated VAR Model: Methodology and Applications, Oxford University Press.
2. Lewinson, E. (2023), Python for finance cookbook, 2nd ed., Packt.
3. Various Papers: