Brooks, C. (2014). Introductory Econometrics for Finance. Cambridge University Press. [Book][R][Python]
Enders, W. (2008). Applied Econometric Time Series. John Wiley & Sons. [Book][R]
Greene, W. H. (2011). Econometric Analysis. Pearson Education. [Book][R]
Koop, G. (2003). Bayesian Econometrics. John Wiley and Sons. [Book][R]
Koop, G. and Korobilis, D. (2010). Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. Foundations and Trends in Econometrics, 3, pp. 267-358. [Book][R]
Stock, J. H., & Watson, M. W. (2012). Introduction to Econometrics: Global Edition. Pearson Education. [Book][R][Matlab*]
Verbeek, M. (2017). A Guide to Modern Econometrics. John Wiley & Sons. [Book][R]
Wooldridge, J. M. (2018). Introductory Econometrics: A Modern Approach. Cengage Learning. [Book][R][Python]
Hill, RC., et al (1989). Learning econometrics using GAUSS. John Wiley and Sons. [Book][Matlab*]
Tsay, R. S. (2014). An Introduction to Analysis of Financial Data with R. John Wiley & Sons. [Materials][Dynamic Portfolio Weights, Hedge Ratios, CAPM Betas, and Minimum Variance Portfolios]
Tsay, R. S. (2013). Multivariate Time Series Analysis: With R and Financial Applications. John Wiley & Sons. [Materials]
Pfaff, B. (2016). Financial Risk Modelling and Portfolio Optimization with R. John Wiley & Sons. [Materials]
*Code provided by Dr. Ballis-Papanastasiou