19 References

Abadir, K. M., and J. R. Magnus. 2005. Matrix Algebra (Econometric Exercises, Vol. 1). Cambridge University Press.

Amemiya, T. 1994. Introduction to Statistics and Econometrics. Cambridge, MA.: Harvard University Press.

Bacon, C. 2008. Practical Portfolio Performance Measurement and Attribution, Second Edition. Chichester, England: John Wiley & Sons.

Banerjee, S., and A. Roy. 2014. Linear Algebra and Matrix Analysis for Statistics. London: Chapman; Hall/CRC.

Benninga, S. 2000. Financial Modeling. Second Edition. Cambridge, MA: MIT Press.

Bodie, Z., A. Kane, and A. J. Marcus. 2013. Investments. 10th Edition. McGraw-Hill Education.

Box, G., and G. M. Jenkins. 1976. Time Series Analysis : Forecasting and Control. San Francisco: Holden-Day.

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

Carmona, R. 2014. Statistical Analysis of Financial Data in R, Second Edition. New York: Springer.

Casella, G., and R. L. Berger. 2002. Statistical Inference. 2nd Ed. Pacific Grove, CA: Thomson Learning.

Chiang, A. 1984. Fundamental Methods of Mathematical Economics, Third Edition. New York: McGraw-Hill.

Christopherson, J. A., D. R. Carino, and W. E. Ferson. 2009. Portfolio Performance Measurement and Benchmarking. McGraw-Hill.

Cochrane, J. 2008. Asset Pricing. Second Edition.

Conrad, C., and B. R. Haag. 2006. Inequality Constraints in the Fractionally Integrated Garch Model. Journal of Financial Econometrics. Vol. 4.

Constantinides, G. M, and A. G. Malliaris. 1995. Chapter 1 Portfolio Theory. Handbooks in Operations Research and Management Science. Vol. 9.

Dalgaard, P. 2002. Introductory Statistics with R. Springer.

Davison, A., and D. Hinkley. 1997. Bootstrap Methods and Their Application. Cambridge: Cambridge University Press.

DeGroot, M. H., and M. J. Schervish. 2011. Probability and Statistics, 4th Edition. Pearson.

Elton, E., G. Gruber, S. J. Brown, and W. N. Goetzmann. 2014. Modern Portfolio Theory and Investment Analysis. 9th Edition. New York: Wiley.

Fama, E. F. 1976. Foundations of Finance. New York: Basic Books.

Fieller, N. 2015. Basics of Matrix Algebra for Statistics with R. Boca Raton: Taylor & Francis.

Goldberger, A. S. 1991. A Course in Econometrics. Cambridge, MA.: Harvard University Press.

Ingersoll, J. 1987. Theory of Financial Decision Making. Totowa, N.J.: Rowman & Littlefield.

Jondeau, E., S.-H. Poon, and M. Rockinger. 2007. Financial Modeling Under Non-Gaussian Distributions. New York: Springer.

Jorion, P. 1997. Value at Risk: The New Benchmark for Controlling Market Risk. New York: McGraw-Hill.

Lutkepohl, H. 1997. Handbook of Matrices. Wiley.

Markowitz, H. 1959. Portfolio Selection: Efficient Diversification of Investments. New York: Wiley.

———. 1987. Mean-Variance Analysis in Portfolio Choice and Capital Markets. Cambridge, MA: Basil Blackwell.

Nelson, D. B., and Charles Q. Cao. 1992. Inequality Constraints in the Univariate Garch Model. Journal of Business & Economic Statistics. Vol. 10.

Pfaff, B. 2013. Financial Risk Modelling and Portfolio Optimization with R. Chichester, UK.: Wiley.

Ruppert, D., and D. S. Matteson. 2015. Statistics and Data Analysis for Financial Engineering with R Examples. New York: Springer.

Searle, S. 1982. Matrix Algebra Useful for Statistics. New York: Wiley.

Sharpe, W. 1999. Investments. 6th Edition. Prentice Hall.

Sims, C. A. 1980. Macroeconomics and Reality. Econometrica.

Strang, G. 1980. Linear Algebra and Its Applications. Academic Press.

Tsay, R. 2010. Analysis of Financial Time Serie. Wiley.

———. 2014. An Introduction to Analysis of Financial Time Series. Wiley.

Verzani, J. 2005. Using R for Introductory Statistics. Boca Raton: Chapman & Hall/CRC.

Vinod, H. D. 2010. Advances in Social Science Research Using R. New York, NY: Springer.

Zivot, E. 2016. Modeling Financial Time Series with R. New York: Springer.