Campbell, John Y., Andrew W. Lo, and Archie Craig MacKinlay. 1997. The Econometrics of Financial Markets. Princeton, N.J: Princeton University Press.
Sheppard, Kevin. n.d. ‘Financial Econometrics Notes’. https://www.kevinsheppard.com/images/d/de/Financial_Econometrics_2013-2014_tablet.pdf.
Söderlind, Paul. n.d. ‘Lecture Notes in Financial Econometrics’. http://home.datacomm.ch/paulsoderlind/Courses/OldCourses/FinEcmtAll.pdf.