Econometria Financeira (2 º Sem 2018/2019)

EMF (Economia Monetária e Financeira) , MF (Mathematical Finance)

Bibliografia

Principal

  • Wei, W.W.S., Time Series Analysis: Univariate and Multivariate Methods , 2nd Edition, Addison Wesley., 2006
  • Tsay, R., Analysis of Financial Time Series , 3rd Edition, Wiley, 2010
  • Mills, T. C., The Econometric Modelling of Financial Time Series, . , 2nd Edition, Cambridge University Press, 1999

Secundária