Bibliography for ECOM025 BETA
1.Campbell JY, Lo AW, MacKinlay AC. The Econometrics of Financial Markets. Princeton University Press; 1997.2.Sheppard K. Financial Econometrics Notes. https://www.kevinsheppard.com/images/d/de/Financial_Econometrics_2013-2014_tablet.pdf3.Söderlind P. Lecture Notes in Financial Econometrics. http://home.datacomm.ch/paulsoderlind/Courses/OldCourses/FinEcmtAll.pdf