Bibliografia Detalhada
Econometria FinanceiraNicolau, João()2009Analysis of Financial Time Series (2nd ed.)Tsay, RueyWiley-InterScience2005(Bibliografia Opcional)Asset Price Dynamics, Volatility, and PredictionTaylor, StephenPrinceton University Press2005(Bibliografia Opcional)Non-Linear Time Series Models in Empirical FinanceFrances, Phillip and Dijk, DickCambridge University Press2000(Bibliografia Opcional)