Bibliography for COMPG001: Financial Data and Statistics BETA
[1]Bouchaud, J.-P. and Potters, M. 2003. Theory of financial risk and derivative pricing: from statistical physics to risk management. Cambridge University Press.[2]Casella, G. and Berger, R.L. 2002. Statistical inference. Thomson Learning.[3]Coles, S. 2001. An introduction to statistical modeling of extreme values. Springer.[4]E. J. Gumbel Statistics of Extremes. Dover Publications.[5]Lehmann, E.L. and Romano, J.P. 2005. Testing statistical hypotheses. Springer.