Bibliografia

Principal

Não foi definida bibliografia principal

Secundária

  • P.H. Franses and D. Van Dijk (2000) Non-linear Time Series Models in Empirical Finance ?
  • M. Guidolinand M. Pedio (2018) Essentials of Time Series for Financial Applications ?
  • Eric Zivot and Jiahui Wang (2006) Modeling Financial Time series with S-Plus ?
  • R. Tsay (2010) Analysis of Financial Time Series 978-0-470-41435-4
  • R. Tsay (2012) An Introduction to Analysis of Financial Data with R. 978-0470890813