Time Series (2 º Sem 2019/2020)

CA (Actuarial Science)

Bibliografia

Principal

• Enders, W., Applied Econometric Time Series , Wiley, 2009
• Hamilton, J., Time Series Analysis , Princeton University Press, 1994
• Tsay, R. S. , Analysis of Financial Time Series , Wiley., 2005
• Morettin P. A., e C. M. C. Toloi, Análise de Séries Temporais , Editora Edgard Blücher, 2004
• Wooldridge, J.M., Introductory Econometrics: A Modern Approach , Cengage Learning, 2011