Econometria Financeira (2 º Sem 2019/2020)
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
- Gloria Gonzalez-Rivera, Forecasting for Economics and Business, Pearson, 2013