Bibliografia

Principal

• Rao, P. (1999.) Statistical Inference for Diffusion Type Processes Kendall’s Library of Statistics 8, Oxford University Press, London
• Taylor, S. (2005.) Asset Price Dynamics, Volatility, and Prediction Princeton University Press

Secundária

• Tsay, R. (2001.) Analysis of Financial Time Series Wiley
• Murteira, B., D. Muller e K. Turkman (1993.) Análise de Sucessões Cronológicas McGraw-Hill, Lisboa
• Gourieroux C. e J. Jasiak (2001.) Financial Econometrics, Princeton Series in Finance Princeton University Press
• Franses, P. e D. van Dijk (2000.) Non-Linear Time Series Models in Empirical Finance Cambridge University Press