Econometria Financeira (2 º Sem 2019/2020)

Bibliografia

Principal

• Taylor, S., Asset Price Dynamics, Volatility, and Prediction , Princeton University Press, 2005
• Nicolau, J. , Modelação de Séries Temporais Financeiras, Fundação Económicas/Editora Almedina, 2012

Secundária

• Ruppert, D., Statistics and finance: An introduction, Springer, 2014
• Tsay, R., Analysis of Financial Time Series, Wiley, 2010
• Wooldridge, J. M., Introductory econometrics: A modern approach, 6th Edition. South-Western, Cengage Learning., 2016
• Ribeiro, C.S., Econometria, Escolar Editora, 2014
• Lütkepohl, H., New introduction to multiple time series analysis, Springer Science & Business Media., 2005
• Hayashi, F., Econometrics, Princeton University Press., 2000
• Greene, W. H. , Econometric analysis, 7th edition, Pearson, 2012