Bibliography for ECOM025 BETA
1Campbell JY, Lo AW, MacKinlay AC. The econometrics of financial markets. Princeton, N.J: : Princeton University Press 1997.2Sheppard K. Financial Econometrics Notes. https://www.kevinsheppard.com/images/d/de/Financial_Econometrics_2013-2014_tablet.pdf3Söderlind P. Lecture Notes in Financial Econometrics. http://home.datacomm.ch/paulsoderlind/Courses/OldCourses/FinEcmtAll.pdf