Bibliografia

Principal

• Taylor, S. (2005) Asset Price Dynamics, Volatility, and Prediction Princeton University Press
• Wei, W.W.S. (2006) Time Series Analysis: Univariate and Multivariate Methods 2nd Edition, Addison Wesley.

Secundária

• Mills, T. C. (2008) The Econometric Modelling of Financial Time Series 3rd Edition, Cambridge University Press
• Tsay, R. (2010) Analysis of Financial Time Series 3rd Edition, Wiley