SHAZAM Financial Time Series

Financial Time Series

References

Benninga, S., Numerical Techniques in Finance, MIT Press, 1989.

Berndt, E.R., The Practice of Econometrics, Addison-Wesley, 1991.

Campbell, J.Y., Lo, A.W., and MacKinlay, A.C., The Econometrics of Financial Markets, Princeton University Press, 1997.

Clewlow, L., and Strickland, C., Implementing Derivatives Models, Wiley, 1998.

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