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READING LIST

Course code: AFF700

Advanced Research Methods in Finance, 7.5 Higher education credits

Avancerade forskningsmetoder i finans, 7,5 Högskolepoäng

Literature

Brooks, Chris. (2014). Introductory econometrics for finance. 3. ed. Cambridge: Cambridge University Press

Referens Literature

Campbell, John Y., Lo, Andrew W. & MacKinlay, Archie Craig. (1997). The Econometrics of Financial Markets. Princeton, N.J: Princeton University Press