Bàsica Chris Brooks , Introductory Econometrics for Finance, 2nd edn, 2008, Cambridge University Press

- Campbell J.Y., A.W. Lo and A.C. MacKinlay (2005), The Econometrics of Financial Markets, 2nd edn, Princeton University Press.

- Engle R.F. (2001), Financial econometrics: A new discipline with new methods, Journal of Econometrics 100,53-56.

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