Bibliografia Detalhada

Econometria Financeira
Nicolau, João
()
2009

Analysis of Financial Time Series (2nd ed.)
Tsay, Ruey
Wiley-InterScience
2005
(Bibliografia Opcional)

Asset Price Dynamics, Volatility, and Prediction
Taylor, Stephen
Princeton University Press
2005
(Bibliografia Opcional)

Non-Linear Time Series Models in Empirical Finance
Frances, Phillip and Dijk, Dick
Cambridge University Press
2000
(Bibliografia Opcional)