Métodos de Previsão (2 º Sem 2011/2012)

CA (Actuarial Science)

Bibliografia

Principal

• Peña, D., Análisis de series temporales, , Alianza Editorial, Madrid., 2005
• Verbeek, M. , A Guide to Modern Econometrics, , 2nd Edition. John Wiley & Sons., 2004
• Mills, T.C. , The Econometric Modelling of Financial Time Series, , Cambridge University Press, 1999