Bibliography for COMPG001: Financial Data and Statistics BETA

1.

Casella, G., Berger, R.L.: Statistical inference. Thomson Learning, Pacific Grove, CA (2002).

2.

Bouchaud, J.-P., Potters, M.: Theory of financial risk and derivative pricing: from statistical physics to risk management. Cambridge University Press, Cambridge (2003).

3.

Lehmann, E.L., Romano, J.P.: Testing statistical hypotheses. Springer, New York (2005).

4.

Coles, S.: An introduction to statistical modeling of extreme values. Springer, London (2001).

5.

Gumbel, E.J.: Statistics of extremes. Columbia University Press, New York (1958).