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Introductory econometrics for finance
Brooks, Chris, (2008)
RATS handbook to accompany introductory econometrics for finance
Brooks, Chris, (2009)
Python Guide to Accompany Introductory Econometrics for Finance
Tao, Ran, (2020)
Asymptotic properties of the maximum likelihood an non-linear least squares estimators for noninvertible moving average models
Tanaka, Katsuto, (1987)
The Analytics of Risk Model Validation.
Christodoulakis, George A., (2007)
Linear Factor Models in Finance.
Knight, John, (2004)