This repository will be used to organize all the codes and notes written on the Financial econometrics course given at the school of economics at FGV-SP on 2020 by prof. Pedro Valls.
Brooks, Chris (2019) Introductory Econometrics for Finance, 4ª Ed. Cambridge University Press.
Morettin, Pedro A. (2017) Econometria Financeira: um curso em séries temporais financeiras, 3 edição, Blucher.