Bibliografia
Principal
- Mills, T. C. (1999) The Econometric Modelling of Financial Time Series, . 2nd Edition, Cambridge University Press
- Tsay, R. (2010) Analysis of Financial Time Series 3rd Edition, Wiley
- Wei, W.W.S. (2006) Time Series Analysis: Univariate and Multivariate Methods 2nd Edition, Addison Wesley.