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Probability and Statistics for Finance by Svetlozar T. Rachev, Markus Höechstöetter, Sergio M. Focardi, Frank J. Fabozzi CFA

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References

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Chow, C. Gregory 1960. "Tests of Equality Between Sets of Coefficients in Two Linear Regressions." Econometrica 28: 591–605.

Dijkstra, T. K. 1995. "Pyrrho's Lemma, or Have it Your Way." Metrica 42: 119–225.

Embrechts, Paul, Claudia Klüppelberg, and Thomas Mikosch. 1997. Modelling Extremal Events for Insurance and Finance. New York: Springer-Verlag.

Enders, Walter. 1995. Applied Econometric Time Series. New York: John Wiley & Sons.

Engle, F. Robert 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U.K. Inflation."Econometrica 50: 987–1008.

Fabozzi, J. Frank 2008. Bond Markets, Analysis and Strategies. Hoboken, N.J.: John Wiley & Sons.

Fan, Jianqing. 2004 ...

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