References

DeFusco, Richard A., Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle, and Mark J. P. Anson. 2007. Quantitative Investment Analysis. Hoboken, N.J.
Linton, Oliver. 2019. Financial Econometrics: Models and Methods. Cambridge NewYork, NY Port Melbourne, VIC New Dehli Singapore: Cambridge University Press.
Ruppert, David, and David S. Matteson. 2015. Statistics and Data Analysis for Financial Engineering: With r Examples. 2nd ed. 2015 edition. New York Heidelberg Dordrecht London: Springer.