Bibliografia

Principal

• Statistics and Data Analysis for Financial Engineering: Ruppert D. 2001 Springer, New York
• Time Series Analysis and its Applications: with R Examples: Shumway, Robert H., Stoffer, David S. 2011 3rd Edition. Springer, New York

Secundária

• Introductory Time Series with R: Cowperwait P. S. P., Metcalfe A. V. 2009 Springer, New York
• Forecasting, structural time series models and the Kalman filter technique: Harvey A.C. 1991 Cambridge University Press
• Time Series Analysis. Univariate and Multivariate Methods: Wei, W. W. S. 2006 2nd Edition. Addison Wesley/Pearson, Boston, MA