Bibliography for ECOM025 BETA
Campbell, John Y., et al. The Econometrics of Financial Markets. Princeton University Press, 1997.Sheppard, Kevin. Financial Econometrics Notes. https://www.kevinsheppard.com/images/d/de/Financial_Econometrics_2013-2014_tablet.pdf.Söderlind, Paul. Lecture Notes in Financial Econometrics. http://home.datacomm.ch/paulsoderlind/Courses/OldCourses/FinEcmtAll.pdf.