Bibliografia
Principal
Não foi definida bibliografia principalSecundária
- 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