@book{Campbell_Lo_MacKinlay_1997, address={Princeton, N.J}, title={The econometrics of financial markets}, publisher={Princeton University Press}, author={Campbell, John Y. and Lo, Andrew W. and MacKinlay, Archie Craig}, year={1997} }
@misc{Sheppard, title={Financial Econometrics Notes}, url={https://www.kevinsheppard.com/images/d/de/Financial_Econometrics_2013-2014_tablet.pdf}, author={Sheppard, Kevin} }
@misc{Söderlind, title={Lecture Notes in Financial Econometrics}, url={http://home.datacomm.ch/paulsoderlind/Courses/OldCourses/FinEcmtAll.pdf}, author={Söderlind, Paul} }
