Bibliography for ECOM025 BETA
[1]J. Y. Campbell, A. W. Lo, and A. C. MacKinlay, The econometrics of financial markets. Princeton, N.J: Princeton University Press, 1997.[2]K. Sheppard, ‘Financial Econometrics Notes’. [Online]. Available: https://www.kevinsheppard.com/images/d/de/Financial_Econometrics_2013-2014_tablet.pdf[3]P. Söderlind, ‘Lecture Notes in Financial Econometrics’. [Online]. Available: http://home.datacomm.ch/paulsoderlind/Courses/OldCourses/FinEcmtAll.pdf