Finanční ekonometrie

ALEXANDER, Carol. Market risk analysis. Volume II, Practical financial econometrics. Chichester: Wiley, 2008. 396 p. ISBN 978-0-470-99801-4.
BRANDIMARTE, Paolo. Numerical methods in finance and economics: a MATLAB-based introduction. 2nd ed. Hoboken: Wiley, 2006. 696 p. ISBN 0-471-74503-0.
GREENE, William H. Econometric Analysis. Upper Saddle River: Pearson Prentice Hall, 2008. 1178 p. ISBN 978-0-13-513245-6.
LEWIS, Nigel Da Costa. Market Risk Modeling. London: Risk Books, 2003. 238 p. ISBN 1-904339-07-7.
ZMEŠKAL, Z., D. DLUHOŠOVÁ a T. TICHÝ. Finanční modely: koncepty, metody, aplikace. 3., přeprac. a rozšíř. vyd. Praha: Ekopress, 2013. 267 s. ISBN 978-80-86929-91-0.

COLES, Stuart. An introduction to statistical modeling of extreme values. London: Springer, c2001, xiv, 208 p. ISBN 1-85233-459-2.
COOPER, W. W., L. M. SEIFORD a K. TONE. Data envelopment analysis: a comprehensive text with models, applications, references and DEA-solver software. 2nd ed. New York: Springer, c2007, xxxviii, 489 p. ISBN 978-0-387-45281-4.
HARDIN, James W a Joseph HILBE. Generalized linear models and extensions. 3rd ed. College Station: Stata Press, 2012, xxiv, 455 p. ISBN 978-1-59718-105-1.
KENNEDY, Peter. A guide to econometrics. Malden: Blackwell, 2008. 600 p. ISBN 978-1-4051-8258-4.
KING, Alan J a Stein W WALLACE. Modeling with stochastic programming. New York: Springer, c2012, xvi, 173 p. ISBN 978-0-387-87816-4.
LEFEBVRE, Mario. Applied stochastic processes. New York: Springer, c2007, x, 382 p. ISBN 978-0-387-34171-2.
RACHEV, Svetlozar T. a kol. Financial econometrics: from basics to advanced modeling techniques. Hoboken: Wiley, 2007. 553 p. ISBN 978-0-471-78450-0.