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Financial Econometrics: From Basics to Advanced Modeling Techniques

Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jašić

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The Theory and Practice of Econometrics, 2nd Edition

George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lütkepohl, Tsoung-Chao Lee
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