Bibliografia

Principal

• Tsay, R. S. (2005) Analysis of Financial Time Series Wiley.
• Enders, W. (2009) Applied Econometric Time Series Wiley
• Wei, W. W. S. (2005) Time series analysis: univariate and multivariate methods Pearson
• Mills, T. C. (1991) Time series techniques for economists Cambridge University Press.

Secundária

• Wooldridge, J.M. (2011) Introductory Econometrics: A Modern Approach Cengage Learning
• Hamilton, J. (1994) Time Series Analysis Princeton University Press